Incomplete market demand tests for Kreps-Porteus-Selden preferences
Felix Kubler, Larry Selden, Xiao Wei
| Year of publication: |
2020
|
|---|---|
| Authors: | Kubler, Felix ; Selden, Larry ; Wei, Xiao |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 185.2020, p. 1-33
|
| Subject: | Contingent claims | Expected utility | Incomplete markets | Integrability | Kreps-Porteus-Selden preferences | Unvollkommener Markt | Incomplete market | Erwartungsnutzen | Präferenztheorie | Theory of preferences | CAPM | Finanzmarkt | Financial market | Marktintegration | Market integration | Optionspreistheorie | Option pricing theory | Offenbarte Präferenzen | Revealed preferences |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2019.104973 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012415751