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, G.T. ; Levy, H. |
Institutions: | Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. |
Subject: | asset pricing | risk seeking | specification error | prospect theory | stochastic dominance |
Extent: | application/pdf |
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Series: | Research Paper. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureri Number ERS-2002-50-F&A |
Source: |
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Post, Post, G.T., (2002)
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