On Abel's Concepts of Doubt and Pessimism.
Year of publication: |
2008-11
|
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Authors: | Jouini, Elyès ; Napp, Clotilde |
Institutions: | Université Paris-Dauphine |
Subject: | Pessimism | Optimism | Doubt | Risk Premium | Stochastic Dominance | Market Price of Risk | Portfolio Dominance | Monotone Likelihood Ratio |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Journal of Economic Dynamics and Control (2008-11) v.32, p.3682-3694 |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: |
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On Abel's Concepts of Doubt and Pessimism
Jouini, Elyès, (2008)
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On Abel's Concept of Doubt and Pessimism
Jouini, Elyès, (2008)
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Mayraz, Guy, (2013)
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Behavioral biases and representative agent.
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An equilibrium approach for Gamma Discounting.
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Arbitrage and viability in securities markets with fixed trading costs.
Jouini, Elyès, (2001)
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