Does Risk Seeking Drive Asset Prices? A stochastic dominance analysis of aggregate investor preferences
Year of publication: |
2002-05-29
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Authors: | Post, Post, G.T. ; Levy, Levy, H. |
Institutions: | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam |
Subject: | asset pricing | prospect theory | risk seeking | specification error | stochastic dominance |
Extent: | application/pdf |
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Series: | ERIM Report Series Research in Management. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureri Number ERS-2002-50-F&A |
Classification: | G12 - Asset Pricing ; G3 - Corporate Finance and Governance ; M - Business Administration and Business Economics; Marketing; Accounting |
Source: |
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Post, Post, G.T., (2004)
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Asset prices and omitted moments; A stochastic dominance analysis of market efficiency
Post, Post, G.T., (2003)
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Testing for Stochastic Dominance Efficiency
Post, Post, G.T., (2005)
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Post, Post, G.T., (2004)
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Non-Parametric Tests for Firm Efficiency in Case of Errors-in-Variables
Kuosmanen, Kuosmanen, T., (2001)
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Nonparametric Efficiency Estimation in Stochastic Environments (II)
Cherchye, Cherchye, L., (2001)
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