Equilibrium Investment with Random Risk Aversion

Sascha Desmettre, Mogens Steffensen

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)946-975
Number of pages30
JournalMathematical Finance
Volume33
Issue number3
DOIs
Publication statusPublished - May 2023

Fields of science

  • 101 Mathematics
  • 101007 Financial mathematics
  • 101019 Stochastics
  • 101025 Number theory

JKU Focus areas

  • Digital Transformation

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