Jensen’s Inequality in Finance
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Bibliographic InfoArticle provided by Springer in its journal International Advances in Economic Research.
Volume (Year): 14 (2008)
Issue (Month): 4 (November)
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Web page: http://www.springerlink.com/link.asp?id=112112
Jensen’s inequality; Concave and convex functions; Foreign exchange markets; Expected utility; Simulation of random normal variables; Equity risk premium; Power functions; CCAPM; D81; E44; F31; C15;
Find related papers by JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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.:
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- Mehra, Rajnish & Prescott, Edward C., 1985.
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