Mean-variance analysis in temporary equilibrium
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Bibliographic InfoArticle provided by Elsevier in its journal Research in Economics.
Volume (Year): 55 (2001)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/inca/622941
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.:
- Epstein, Larry G, 1985. "Decreasing Risk Aversion and Mean-Variance Analysis," Econometrica, Econometric Society, vol. 53(4), pages 945-61, July.
- Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
- Blattberg, Robert C & Gonedes, Nicholas J, 1974. "A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices," The Journal of Business, University of Chicago Press, vol. 47(2), pages 244-80, April.
- Grandmont, Jean-Michel, 1972. "Continuity properties of a von Neumann-Morgenstern utility," Journal of Economic Theory, Elsevier, vol. 4(1), pages 45-57, February.
- Grandmont, Jean-Michel, 1977. "Temporary General Equilibrium Theory," Econometrica, Econometric Society, vol. 45(3), pages 535-72, April.
- Rauh, Michael T., 1997.
"A Model of Temporary Search Market Equilibrium,"
Journal of Economic Theory,
Elsevier, vol. 77(1), pages 128-153, November.
- Michael T Rauh, 1997. "A Model of Temporary Search Market Equilibrium," Economics Working Paper Archive 392, The Johns Hopkins University,Department of Economics.
- Michael Rauh, . "A Model of Temporary Search Market Equilibrium," Economics and Finance Discussion Papers 97-08, Economics and Finance Section, School of Social Sciences, Brunel University.
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