On Abel's Concept of Doubt and Pessimism
Year of publication: |
2008-11
|
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Authors: | Jouini, Elyès ; Napp, Clotilde |
Institutions: | HAL |
Subject: | Pessimism | optimism | doubt | stochastic dominance | risk premium | market price of risk | riskiness | portfolio dominance | monotone likelihood ratio |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00176611/en/ Published, Journal of Economic Dynamics and Control, 2008, 32, 3682-3694 |
Source: |
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On Abel's Concepts of Doubt and Pessimism
Jouini, Elyès, (2008)
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On Abel's Concepts of Doubt and Pessimism.
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