The expected utility of portfolios of assets
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References listed on IDEAS
- Howitt, Peter, 1980. "Gross Substitutability with Multi-Valued Excess Demand Functions," Econometrica, Econometric Society, vol. 48(6), pages 1567-1573, September.
- Polterovich, V. M. & Spivak, V. A., 1983. "Gross substitutability of point-to-set correspondences," Journal of Mathematical Economics, Elsevier, vol. 11(2), pages 117-140, April.
- Eaves, B. Curtis, 1976. "A finite algorithm for the linear exchange model," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 197-203, July.
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- Kajii, A. & Hara, C., 2000.
"On the Range of the Risk-Free Interest Rate in Incomplete Markets,"
Cambridge Working Papers in Economics
0030, Faculty of Economics, University of Cambridge.
- Atsushi Kajii & Chiaki Hara, 2003. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Levine's Bibliography 666156000000000383, UCLA Department of Economics.
- Chiaki Hara & Atsushi Kajii, 2003. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," KIER Working Papers 577, Kyoto University, Institute of Economic Research.
- Chaiki Hara & Atsushi Kajii, 2004. "Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs," KIER Working Papers 590, Kyoto University, Institute of Economic Research.
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