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Demand for risky financial assets: A portfolio analysis

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  • Landsberger, Michael
  • Meilijson, Isaac
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    File URL: http://www.sciencedirect.com/science/article/B6WJ3-4CYH5N4-CK/2/4cda37bd273ccde30a93395f17ab924c
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Economic Theory.

    Volume (Year): 50 (1990)
    Issue (Month): 1 (February)
    Pages: 204-213

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    Handle: RePEc:eee:jetheo:v:50:y:1990:i:1:p:204-213

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    Web page: http://www.elsevier.com/locate/inca/622869

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    Cited by:
    1. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2008. "Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience," Economics Papers from University Paris Dauphine 123456789/260, Paris Dauphine University.
    2. Elyès Jouini & Clotilde Napp, 2014. "How to aggregate experts' discount rates: an equilibrium approach," Post-Print halshs-00927269, HAL.
    3. Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.
    4. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "Collective risk aversion," Economics Papers from University Paris Dauphine 123456789/5673, Paris Dauphine University.
    5. Cheung, Ka Chun, 2006. "Optimal portfolio problem with unknown dependency structure," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 167-175, February.
    6. Gollier, Christian & Schlesinger, Harris, 1996. "Portfolio choice under noisy asset returns," Economics Letters, Elsevier, vol. 53(1), pages 47-51, October.
    7. Niousha Shahidi, 2014. "Moral hazard and optimal insurance contract with a continuum effort," Economics Bulletin, AccessEcon, vol. 34(3), pages 1350-1360.
    8. Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.
    9. Campbell, T. Colin & Gallmeyer, Michael & Johnson, Shane A. & Rutherford, Jessica & Stanley, Brooke W., 2011. "CEO optimism and forced turnover," Journal of Financial Economics, Elsevier, vol. 101(3), pages 695-712, September.
    10. Elyès Jouini & Clotilde Napp, 2012. "Behavioral biases and the representative agent," Theory and Decision, Springer, vol. 73(1), pages 97-123, July.
    11. Elyès Jouini & Clotilde Napp, 2008. "On Abel's Concept of Doubt and Pessimism," Post-Print halshs-00176611, HAL.
    12. Jouini, Elyès & Napp, Clotilde, 2014. "How to aggregate experts' discount rates: An equilibrium approach," Economic Modelling, Elsevier, vol. 36(C), pages 235-243.
    13. repec:hal:journl:halshs-00212281 is not listed on IDEAS
    14. Ormiston, Michael B. & E. Schlee, Edward, 1999. "Comparative statics tests between decision models under risk," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 145-166, October.
    15. Elyès Jouini & Clotilde Napp, 2009. "Cognitive biases and the representative agent," Working Papers halshs-00488570, HAL.
    16. Elyès Jouini & Clotilde Napp, 2008. "Aggregation of Discount Rates: an Equilibrium Approach," Working Papers halshs-00394035, HAL.
    17. Masamitsu Ohnishi & Yusuke Osaki, 2004. "The Comparative Statics of Equilibrium Derivative Prices," Discussion Papers in Economics and Business 04-19, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
    18. Jouini, Elyès & Napp, Clotilde, 2012. "Behavioral Biases and the Representative Agent," Economics Papers from University Paris Dauphine 123456789/2319, Paris Dauphine University.
    19. Cheung, Ka Chun & Yang, Hailiang, 2004. "Ordering optimal proportions in the asset allocation problem with dependent default risks," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 595-609, December.

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