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The subjective expected utilit...
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CAPM
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Campbell, John Y.
48
Stambaugh, Robert F.
47
Ferson, Wayne E.
41
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40
Hansen, Lars Peter
40
Jagannathan, Ravi
39
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39
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38
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38
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36
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32
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31
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31
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31
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28
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27
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Gollier, Christian
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Hodrick, Robert J.
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Ludvigson, Sydney C.
21
Pástor, Ľuboš
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Başak, Suleyman
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Chabi-Yo, Fousseni
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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École des Hautes Études Commerciales <Lausanne>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Economics letters
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International review of financial analysis
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Journal of monetary economics
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Discussion paper / Centre for Economic Policy Research
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Finance and stochastics
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Review of quantitative finance and accounting
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International journal of theoretical and applied finance
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Journal of international money and finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
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Advances in futures and options research : a research annual
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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RePEc
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1
Experimental asset markets with an indefinite horizon
Duffy, John
;
Jiang, Janet Hua
;
Xie, Huan
-
2019
Persistent link: https://www.econbiz.de/10012037790
Saved in:
2
Alternative measures for modeling
risk
and expected utility
theory
: (
risk
adjustment, measurement and attitude)
Seber, Akin
- In:
International journal of economics and finance
6
(
2014
)
9
,
pp. 151-157
Persistent link: https://www.econbiz.de/10010417168
Saved in:
3
Preise für versicherungstechnische Risiken : zu Rationalität und Realitätsnähe bei Anwendung aktuarieller und ökonomischer Modelle
Schott, Winfried
-
1997
Persistent link: https://www.econbiz.de/10000631458
Saved in:
4
A theoretical assessment on optimal asset allocations in insurance industry
Jarraya, Bilel
;
Bouri, Abdelfettah
- In:
International journal of finance & banking studies : JJFBS
2
(
2013
)
4
,
pp. 30-44
Persistent link: https://www.econbiz.de/10010532785
Saved in:
5
Asset-pricing implications of biologically based non-expected utility
Iantchev, Emil P.
- In:
Review of economic dynamics
16
(
2013
)
3
,
pp. 497-510
Persistent link: https://www.econbiz.de/10009771755
Saved in:
6
The opportunity cost of mean-variance choice under estimation
risk
Simaan, Yusif E.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
Saved in:
7
Mean-variance approximations to expected utility
Markowitz, Harry
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
Saved in:
8
Event
risk
, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre
;
Hugonnier, Julien
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
Saved in:
9
Collective
risk
-taking decisions with heterogeneous beliefs
Gollier, Christian
-
2003
degree of pessimism of the representative agent is the mean of the individual ones weighted by their index of absolute
risk
…
Persistent link: https://www.econbiz.de/10011507677
Saved in:
10
Simulating the market coefficient of relative
risk
aversion
Azar, Samih Antoine
;
Karaguezian-Haddad, Vera
- In:
Cogent economics & finance
2
(
2014
)
1
,
pp. 1-7
coefficient of relative
risk
aversion (CRRA) that is commensurate with a 100% investment in the risky asset is simulated. The …
Persistent link: https://www.econbiz.de/10010490408
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