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Bidding into the red : a model of post-auction bankruptcy
Board, Simon - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2695-2723
Persistent link: https://www.econbiz.de/10003593804
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Market equilibrium in a multiperiod state preference model with logarithmic utility
Kraus, Alan; Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 30 (1975) 5, pp. 1213-1227
Persistent link: https://www.econbiz.de/10003608948
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The strong case for the generalized logarithmic utility model as the premier model of financial markets
Rubinstein, Mark - In: The journal of finance : the journal of the American … 31 (1976) 2, pp. 551-571
Persistent link: https://www.econbiz.de/10003665542
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Using neural data to test a theory of investor behavior : an application to realization utility
Frydman, Cary; Barberis, Nicholas; Camerer, Colin; … - In: The journal of finance : the journal of the American … 69 (2014) 2, pp. 907-946
Persistent link: https://www.econbiz.de/10010372373
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Mean-variance efficient sets and expected utility
Meyer, Jack - In: The journal of finance : the journal of the American … 34 (1979) 5, pp. 1221-1229
Persistent link: https://www.econbiz.de/10003631048
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Optimal hedging under intertemporally dependent preferences
Briys, Eric - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1315-1324
Persistent link: https://www.econbiz.de/10001098059
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On the utility theoretic foundations of mean-variance analysis
Baron, David P. - In: The journal of finance : the journal of the American … 32 (1977) 5, pp. 1683-1697
Persistent link: https://www.econbiz.de/10001871745
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A simple econometric approach for utilitybased asset pricing models
Brown, David P.; Gibbons, Michael R. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 359-381
Persistent link: https://www.econbiz.de/10001953296
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Positive prices in CAPM
Nielsen, Lars Tyge - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 791-808
Persistent link: https://www.econbiz.de/10001128119
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Disentangling the coefficient of relative risk aversion from the elasticity of intertemporal substitution : an irrelevance result
Kocherlakota, Narayana Rao - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 175-190
Persistent link: https://www.econbiz.de/10001084199