Estimating Risk Aversion from Arrow-Debreu Portfolio Choice
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- Ian Crawford & Bram De Rock, 2014. "Empirical Revealed Preference," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 503-524, August.
- Felix Kubler & Larry Selden & Xiao Wei, 2014. "Asset Demand Based Tests of Expected Utility Maximization," American Economic Review, American Economic Association, vol. 104(11), pages 3459-3480, November.
- Matthew Polisson & John Quah & Ludovic Renou, 2015.
"Revealed preferences over risk and uncertainty,"
IFS Working Papers
W15/25, Institute for Fiscal Studies.
- Matthew Polisson & John K.-H. Quah & Ludovic Renou, 2017. "Revealed preferences over risk and uncertainty," Discussion Paper Series, School of Economics and Finance 201706, School of Economics and Finance, University of St Andrews, revised 16 Apr 2019.
- Matthew Polisson & John K.-H. Quah & Ludovic Renou, 2017. "Revealed preferences over risk and uncertainty," Working Papers 822, Queen Mary University of London, School of Economics and Finance.
- John Quah & Matthew Polisson & Ludovic Renou, 2015. "Revealed preferences over risk and uncertainty," Economics Series Working Papers 740, University of Oxford, Department of Economics.
- Alistair C. Bruce & Johnnie E. V. Johnson & John D. Peirson & Jiejun Yu, 2009. "An Examination of the Determinants of Biased Behaviour in a Market for State Contingent Claims," Economica, London School of Economics and Political Science, vol. 76(302), pages 282-303, April.
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