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Information, endogenous uncertainty and risk aversion

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  • Torben Andersen

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  • Torben Andersen, 1990. "Information, endogenous uncertainty and risk aversion," Journal of Economics, Springer, vol. 52(2), pages 117-140, June.
    • Handle: RePEc:kap:jeczfn:v:52:y:1990:i:2:p:117-140
    DOI: 10.1007/BF01227554
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    References listed on IDEAS

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    1. Grossman, Sanford J & Stiglitz, Joseph E, 1980. "On the Impossibility of Informationally Efficient Markets," American Economic Review, American Economic Association, vol. 70(3), pages 393-408, June.
    2. Andersen, Peder & Andersen, Torben M., 1987. "The extraction of exhaustible resources under demand uncertainty," Resources and Energy, Elsevier, vol. 9(3), pages 223-231, October.
    3. Kenneth J. Arrow, 1978. "Risk Allocation and Information: Some Recent Theoretical Developments," Working Paper 302, Economics Department, Queen's University.
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