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Écarts entre prix d'achat et prix de vente d'une variable aléatoire: une clarification

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Author Info

  • Jean-Michel Courtault

    ()
    (CEPN - Centre d'économie de l'Université de Paris Nord - CNRS : UMR7115 - Université Paris-Nord - Paris XIII)

  • Jean-Pascal Gayant

    (GAINS - Groupe d'Analyse des Itinéraires et Niveaux Salariaux - Université du Maine)

Abstract

Dans cet article, nous étudions dans le cadre du modèle RDEU, d'une part la fourchette de liquidité, et, d'autre part la disparité entre le prix d'achat et le prix de vente d'une variable aléatoire. Les résultats que nous mettons en évidence ne diffèrent pas fondamentalement de ceux obtenus dans le cadre du modèle d'Espérance d'Utilité, sous réserve de substituer l'interprétation en terme de coefficient d'aversion pour le risque par une interprétation en terme d'élasticité de l'utilité marginale.

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File URL: http://halshs.archives-ouvertes.fr/docs/00/44/71/48/PDF/Actualite_Economique.pdf
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Bibliographic Info

Paper provided by HAL in its series Post-Print with number halshs-00447148.

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Date of creation: 01 Jun 2002
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Publication status: Published, L'Actualité économique, 2002, 78, 2, 243-256
Handle: RePEc:hal:journl:halshs-00447148

Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00447148/en/
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Related research

Keywords: Prix d'achat; prix de vente; modèle RDEU;

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