This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets Author info | Abstract | Publisher info | Download info | Related research | Statistics Rubinstein, Mark
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by American Finance Association in its journal Journal of Finance .
Volume (Year): 31 (1976)
Issue (Month): 2 (May)
Pages: 551-71
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:bla:jfinan:v:31:y:1976:i:2:p:551-71Contact details of provider: Web page: http://www.afajof.org/ More information through EDIRC
Order Information: Web: http://www.afajof.org/membership/join.asp
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Merton, Robert C., 1986.
"Capital market theory and the pricing of financial securities ,"
Working papers
1818-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
Other versions: Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008.
"Are risk-averse agents more optimistic? A Bayesian estimation approach ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 23(6), pages 843-860.
[Downloadable!]
Other versions: Xue-Zhong He & Lei Shi, 2008.
"Heterogeneity, Bounded Rationality and Market Dysfunctionality ,"
Research Paper Series
233, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Thomas Q. Pedersen, 2008.
"Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution ,"
CREATES Research Papers
2008-60, School of Economics and Management, University of Aarhus.
[Downloadable!]
Gerber, Anke & Hens, Thorsten & Woehrmann, Peter, 2005.
"Dynamic General Equilibrium and T-Period Fund Separation ,"
Discussion Papers
2005/16, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]
Eckhard Platen, 2005.
"Investments for the Short and Long Run ,"
Research Paper Series
163, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Merton, Robert C., 1977.
"On the microeconomic theory of investment under uncertainty ,"
Working papers
958-77., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
Other versions: Nitzan Weiss, 1984.
"Reply to a Paradigmatic Comment: Capital Markets, Output, and the Demand for Inputs under Uncertainty ,"
Eastern Economic Journal ,
Eastern Economic Association, vol. 10(1), pages 79-85, Jan-Mar.
[Downloadable!]
Elyès Jouini & Clotilde Napp, 2006.
"Aggregation of Heterogeneous Beliefs ,"
Post-Print
halshs-00176505_v1, HAL.
[Downloadable!]
Other versions:
Clotilde Napp & Elyès Jouini, 2006.
"Aggregation of Heterogeneous Beliefs ,"
Post-Print
halshs-00151562_v1, HAL.
[Downloadable!] Jouini, E. & Napp, C., 2006.
"Aggregation of heterogeneous beliefs ,"
Journal of Mathematical Economics ,
Elsevier, vol. 42(6), pages 752-770, September.
[Downloadable!] (restricted) David S. Jones & V. Vance Roley, 1981.
"Bliss Points in Mean-Variance Portfolio Models ,"
NBER Technical Working Papers
0019, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Nyarko, Yaw & Olson, Lars J., 1991.
"Optimal Growth with Unobservable Resources and Learning ,"
Working Papers
91-01, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Other versions: Elyès Jouini & Clotilde Napp, 2007.
"Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs ,"
Post-Print
halshs-00176594_v1, HAL.
[Downloadable!]
Other versions:
Elyès Jouini & Clotilde Napp, 2003.
"Consensus consumer and intertemporal asset pricing with heterogeneous beliefs ,"
Finance
0312001, EconWPA.
[Downloadable!] Clotilde Napp & Elyès Jouini, 2007.
"Consensus consumer and intertemporal asset pricing with heterogeneous beliefs ,"
Post-Print
halshs-00152348_v1, HAL.
[Downloadable!] Elyes Jouini & Clotilde Napp, 2007.
"Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 74(4), pages 1149-1174, October.
[Downloadable!] (restricted)
Access and
download statistics Did you know? You too can volunteer for RePEc, for example by providing information about publications in your institution.
This page was last updated on 2009-12-8.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .