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The Arbitrage Pricing Theorem with Non-expected Utility Preferences

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Author Info
Kelsey David
Milne Frank

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

Volume (Year): 65 (1995)
Issue (Month): 2 (April)
Pages: 557-574
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Handle: RePEc:eee:jetheo:v:65:y:1995:i:2:p:557-574

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

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  1. Erkan Yalcin, 2002. "Existence of Equilibrium in Incomplete Markets with Non-Ordered Preferences," GE, Growth, Math methods 0204002, EconWPA. [Downloadable!]
  2. Sujoy Mukerji & Jean-Marc Tallon, 2001. "Ambiguity Aversion and Incompleteness of Financial Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174539_v1, HAL. [Downloadable!]
    Other versions:
  3. David Kelsey & Erkan Yalcin, 2004. "The Arbitrage Pricing Theorem with Incomplete Preferences," GE, Growth, Math methods 0401002, EconWPA. [Downloadable!]
    Other versions:
  4. Jürgen Eichberger & David Kelsey, 2007. "Ambiguity," Working Papers 0448, University of Heidelberg, Department of Economics, revised Jul 2007. [Downloadable!]
    Other versions:
  5. Aldo Montesano, 2008. "Effects of Uncertainty Aversion on the Call Option Market," Theory and Decision, Springer, vol. 65(2), pages 97-123, September. [Downloadable!] (restricted)
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