The expected utility of portfolios of assets
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. 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.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Mathematical Economics.
Volume (Year): 22 (1993)
Issue (Month): 5 ()
Contact details of provider:
Web page: http://www.elsevier.com/locate/jmateco
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Chaiki Hara & Atsushi Kajii, 2004. "Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs," KIER Working Papers 590, Kyoto University, Institute of Economic Research.
- Kajii, A. & Hara, C., 2000.
"On the Range of the Risk-Free Interest Rate in Incomplete Markets,"
Cambridge Working Papers in Economics
0030, Faculty of Economics, University of Cambridge.
- Atsushi Kajii & Chiaki Hara, 2003. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Levine's Bibliography 666156000000000383, UCLA Department of Economics.
- Chiaki Hara & Atsushi Kajii, 2003. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," KIER Working Papers 577, Kyoto University, Institute of Economic Research.
If references are entirely missing, you can add them using this form.