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The integrability problem of asset prices
Wang, Susheng - In: Journal of economic theory 59 (1993) 1, pp. 199-213
Persistent link: https://www.econbiz.de/10001141729
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A theorem on portfolio separation with general preferences
Lewbel, Arthur - In: Journal of economic theory 65 (1995) 2, pp. 624-626
Persistent link: https://www.econbiz.de/10001179550
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The assessment of large compounds of independent gambles
Hellwig, Martin - In: Journal of economic theory 67 (1995) 2, pp. 299-326
Persistent link: https://www.econbiz.de/10001192460
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Risk aversion in the theory of expected utility with rank dependent probabilities
Chew, Soo-Hong - In: Journal of economic theory 42 (1987) 2, pp. 370-381
Persistent link: https://www.econbiz.de/10001030083
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Mean-variance utility
Nakamura, Yutaka - In: Journal of economic theory 160 (2015), pp. 536-556
Persistent link: https://www.econbiz.de/10011549547
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Optimal consumption and portfolio selection with stochastic differential utility
Schroder, Mark D.; Skiadas, Costis - In: Journal of economic theory 89 (1999) 1, pp. 68-126
Persistent link: https://www.econbiz.de/10001418784
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A two-parameter model of dispersion aversion
Chambers, Robert G.; Grant, Simon; Polak, Ben; Quiggin, … - In: Journal of economic theory 150 (2014), pp. 611-641
Persistent link: https://www.econbiz.de/10010360468