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On The Use Of Certainty Equivalent Factors As Risk Proxies

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  • William L. Beedles

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  • William L. Beedles, 1978. "On The Use Of Certainty Equivalent Factors As Risk Proxies," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 1(1), pages 15-21, December.
    • Handle: RePEc:bla:jfnres:v:1:y:1978:i:1:p:15-21
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1978.tb00002.x
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    References listed on IDEAS

    as
    1. Tsiang, S C, 1972. "The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money," American Economic Review, American Economic Association, vol. 62(3), pages 354-371, June.
    2. Chen, Houng-Yhi, 1967. "Valuation Under Uncertainty*," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(3), pages 313-325, September.
    3. Beedles, William L., 1978. "Evaluating Negative Benefits," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(1), pages 173-176, March.
    4. Bar-Yosef, Sasson & Mesznik, Roger, 1977. "On Some Definitional Problems with the Method of Certainty Equivalents," Journal of Finance, American Finance Association, vol. 32(5), pages 1729-1737, December.
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    Cited by:

    1. Philip L. Cooley, 1979. "On The Nature Of Risk: A Comment," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(1), pages 81-85, March.
    2. Lefley, Frank, 1997. "Approaches to risk and uncertainty in the appraisal of new technology capital projects," International Journal of Production Economics, Elsevier, vol. 53(1), pages 21-33, November.

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