Idiosyncratic risk, sharing rules and the theory of risk bearing
By: Guenter Franke, Richard C. Stapleton, Marti G. Subrahmanyam.
Contributors: Stapleton, Richard C. 1942-; Subrahmanyam, M. G.; European Institute for Advanced Studies in Management.
Series: Working papers (European Institute for Advanced Studies in Management) -- no.92-12
Publisher: European Institute for Advanced Studies in Management
Published: 1992
Place of publication: Brussels
Language: eng
Number of pages: 46
Subjects: Risk -- Econometric models.; Risk assessment -- Econometric models.
Notes: Includes bibliographical references(p31-32).