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Asymmetric or symmetric time preference and discounting in many facets of economic theory : a miscellany
Samuelson, Paul Anthony - In: Journal of risk and uncertainty : JRU 37 (2008) 2/3, pp. 107-114
Persistent link: https://www.econbiz.de/10003783852
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Proof by certainty equivalents that diversification-across-time does worse, risk corrected, than diversification-throughout-time
Samuelson, Paul Anthony - In: Journal of risk and uncertainty : JRU 14 (1997) 2, pp. 129-142
Persistent link: https://www.econbiz.de/10001223437
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Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios
Samuelson, Paul Anthony - In: Journal of risk and uncertainty : JRU 15 (1997) 3, pp. 191-200
Persistent link: https://www.econbiz.de/10001233813
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How best to flip-flop if you must : integer dynamic stochastic programming for either-or
Samuelson, Paul Anthony - In: Journal of risk and uncertainty : JRU 15 (1997) 3, pp. 183-190
Persistent link: https://www.econbiz.de/10001233817
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How a certain internal consistency entails the expected utility dogma
Samuelson, Paul Anthony - In: Journal of risk and uncertainty : JRU 1 (1988) 4, pp. 389-393
Persistent link: https://www.econbiz.de/10001091576
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How many balance functions does is take to determine a utility function?
Pratt, John W. - In: Journal of risk and uncertainty : JRU 31 (2005) 2, pp. 109-127
Persistent link: https://www.econbiz.de/10003125859
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Asymmetric or symmetric time preference and discounting in many facets of economic theory: A miscellany
Samuelson, Paul A. - In: Journal of risk and uncertainty : JRU 37 (2008) 2, pp. 107-114
Persistent link: https://www.econbiz.de/10008141622
Cover Image
Estimating Probabilities Relevant to Calculating Relative Risk-Corrected Returns of Alternative Portfolios
Samuelson, Paul A. - In: Journal of risk and uncertainty : JRU 15 (1997) 3, pp. 191-200
Persistent link: https://www.econbiz.de/10007066519
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How Best to Flip-Flop if You Must: Integer Dynamic Stochastic Programming for Either-Or
Samuelson, Paul A. - In: Journal of risk and uncertainty : JRU 15 (1997) 3, pp. 183-190
Persistent link: https://www.econbiz.de/10007066520
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Proof by Certainty Equivalents that Diversification-Across-Time Does Worse, Risk Corrected, Than Diversification-Throughout-Time
Samuelson, Paul A. - In: Journal of risk and uncertainty : JRU 14 (1997) 2, pp. 129-142
Persistent link: https://www.econbiz.de/10007069240