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The price of risk with incomplete knowledge on the utility function

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  • Francisco Vázquez
  • Richard Watt

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  • Francisco Vázquez & Richard Watt, 2002. "The price of risk with incomplete knowledge on the utility function ," Theory and Decision, Springer, vol. 53(3), pages 271-287, November.
    • Handle: RePEc:kap:theord:v:53:y:2002:i:3:p:271-287
    DOI: 10.1023/A:1022811800577
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    References listed on IDEAS

    as
    1. Eeckhoudt, L. & Gollier, C., 1998. "Which Shape for the Cost Curve of Risk?," Papers 98.490, Toulouse - GREMAQ.
    2. Porter, R Burr & Gaumnitz, Jabk E, 1972. "Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation," American Economic Review, American Economic Association, vol. 62(3), pages 438-446, June.
    3. Whitmore, G A, 1970. "Third-Degree Stochastic Dominance," American Economic Review, American Economic Association, vol. 60(3), pages 457-459, June.
    4. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
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