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On Risk Aversion and Optimal Stopping

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David C. Nachman
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File URL: http://www.kellogg.northwestern.edu/research/math/papers/26.pdf
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Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 26.

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Date of creation: Nov 1972
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Handle: RePEc:nwu:cmsems:26

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  1. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May. [Downloadable!] (restricted)
  2. Rothschild, Michael & Stiglitz, Joseph E., 1971. "Increasing risk II: Its economic consequences," Journal of Economic Theory, Elsevier, vol. 3(1), pages 66-84, March. [Downloadable!] (restricted)
  3. Stiglitz, Joseph E, 1969. "The Effects of Income, Wealth, and Capital Gains Taxation on Risk-Taking," The Quarterly Journal of Economics, MIT Press, vol. 83(2), pages 263-83, May. [Downloadable!] (restricted)
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  4. Yaari, Menahem E., 1969. "Some remarks on measures of risk aversion and on their uses," Journal of Economic Theory, Elsevier, vol. 1(3), pages 315-329, October. [Downloadable!] (restricted)
  5. Chen, Andrew H Y, 1970. "A Model of Warrant Pricing in a Dynamic Market," Journal of Finance, American Finance Association, vol. 25(5), pages 1041-59, December. [Downloadable!] (restricted)
  6. Baron, David P, 1970. "Price Uncertainty, Utility, and Industry Equilibrium in Pure Competition," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(3), pages 463-80, October. [Downloadable!] (restricted)
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This page was last updated on 2009-12-21.


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