Mean-variance analysis in temporary equilibrium
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References listed on IDEAS
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- Michael Rauh, .
"A Model of Temporary Search Market Equilibrium,"
Economics and Finance Discussion Papers
97-08, Economics and Finance Section, School of Social Sciences, Brunel University.
- Grandmont, Jean-Michel, 1972. "Continuity properties of a von Neumann-Morgenstern utility," Journal of Economic Theory, Elsevier, vol. 4(1), pages 45-57, February.
- Grandmont, Jean-Michel, 1977.
"Temporary General Equilibrium Theory,"
Econometric Society, vol. 45(3), pages 535-72, April.
- Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
- Bigelow, John Payne, 1993. "Consistency of mean-variance analysis and expected utility analysis : A complete characterization," Economics Letters, Elsevier, vol. 43(2), pages 187-192.
- Blattberg, Robert C & Gonedes, Nicholas J, 1974. "A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices," The Journal of Business, University of Chicago Press, vol. 47(2), pages 244-80, April.
- Epstein, Larry G, 1985. "Decreasing Risk Aversion and Mean-Variance Analysis," Econometrica, Econometric Society, vol. 53(4), pages 945-61, July.
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