The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets
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Bibliographic InfoPaper provided by University of California at Berkeley in its series Research Program in Finance Working Papers with number 34.
Date of creation: 01 Feb 1975
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Postal: University of California at Berkeley, Berkeley, CA USA
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- Elyès Jouini & Clotilde Napp, 2008. "Aggregation of Discount Rates: an Equilibrium Approach," Working Papers halshs-00394035, HAL.
- Jouini, Elyès & Napp, Clotilde, 2009. "Unbiased Disagreement and the Efficient Market Hypothesis," Economics Papers from University Paris Dauphine 123456789/3495, Paris Dauphine University.
- Bakshi, Gurdip & Madan, Dilip & Panayotov, George, 2010. "Returns of claims on the upside and the viability of U-shaped pricing kernels," Journal of Financial Economics, Elsevier, vol. 97(1), pages 130-154, July.
- Jouini, Elyès & Napp, Clotilde, 2009. "An equilibrium approach for Gamma Discounting," Economics Papers from University Paris Dauphine 123456789/4987, Paris Dauphine University.
- repec:ner:dauphi:urn:hdl:123456789/3495 is not listed on IDEAS
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