On the Economic Value of Modeling Fat Tails: Measuring the Impact on Equilibrium Risk Premiums Preprint

Bidarkota, Prasad V. (2003). On the Economic Value of Modeling Fat Tails: Measuring the Impact on Equilibrium Risk Premiums . 10.2139/ssrn.461800

cited authors

  • Bidarkota, Prasad V

authors

publication date

  • January 1, 2003

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)