The Assessment of Large Compounds of Independent Gambles
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- Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2006.
"Markets do not select for a liquidity preference as behavior towards risk,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 30(2), pages 279-292, February.
- Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, "undated". "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," IEW - Working Papers 139, Institute for Empirical Research in Economics - University of Zurich.
- Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," Discussion Papers 02-18, University of Copenhagen. Department of Economics.
- Haug, Jørgen & Hens, Thorsten & Wöhrmann, Peter, 2011. "Risk Aversion in the Large and in the Small," Discussion Papers 2011/12, Norwegian School of Economics, Department of Business and Management Science.
- Hans Gersbach, 2002. "Financial Intermediation and the Creation of Macroeconomic Risks," CESifo Working Paper Series 695, CESifo Group Munich.
- Matthew Rabin, 2000.
"Risk Aversion and Expected-Utility Theory: A Calibration Theorem,"
Econometric Society, vol. 68(5), pages 1281-1292, September.
- Matthew Rabin., 2000. "Risk Aversion and Expected-Utility Theory: A Calibration Theorem," Economics Working Papers E00-279, University of California at Berkeley.
- Rabin, Matthew, 2000. "Risk Aversion and Expected-Utility Theory: A Calibration Theorem," Department of Economics, Working Paper Series qt731230f8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Matthew Rabin, 2001. "Risk Aversion and Expected Utility Theory: A Calibration Theorem," Levine's Working Paper Archive 7667, David K. Levine.
- Matthew Rabin, 2001. "Risk Aversion and Expected-Utility Theory: A Calibration Theorem," Method and Hist of Econ Thought 0012001, University Library of Munich, Germany.
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