On the Decomposition and Characterization of Risk With a Continuum of Random Variables

We show that the main theorem in Al-Najjar's 1995 Econometrica paper is false We provide additional references for the residual implications that are valid but point our that these standard implications are incapable of bearing the interpretative weight that Al-Najjar places on them

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Year of publication:	1997-02
Authors:	Khan, M Ali ; Sun, Yeneng
Institutions:	Department of Economics, Johns Hopkins University

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Series:	Economics Working Paper Archive.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005265301