The Arbitrage Pricing Theorem with non Expected Utility Preferences.
Year of publication: |
1990
|
---|---|
Authors: | Kelsey, D. ; Milne, F. |
Institutions: | Research School of Pacific and Asian Studies, College of Asia and the Pacific |
Subject: | prices | financial market | economic models |
-
INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C., (1990)
-
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.
MacKinlay, A.C., (1998)
-
A Solution to Two Paradoxes of International Capital Flow
Wei, Shang-Jin, (2006)
- More ...
-
Jones, C., (1991)
-
BEHIND THE VEIL: A SURVEY OF THEORIES OF CHOICE UNDER IGNORANCE AND UNCERTAINTY.
KELSEY, D., (1989)
-
Maxmin Expected Utility and Weight of Evidence.
Kelsey, D., (1990)
- More ...