The Arbitrage Pricing Theorem with non Expected Utility Preferences
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Other versions of this item:
- Kelsey David & Milne Frank, 1995. "The Arbitrage Pricing Theorem with Non-expected Utility Preferences," Journal of Economic Theory, Elsevier, vol. 65(2), pages 557-574, April.
- Kelsey, David & Milne, Frank, 1992. "The arbitrage Pricing Theorem with Non Expected Utility Preferences," Queen's Economics Department Working Papers 273259, Queen's University - Department of Economics.
- David Kelsey & Frank Milne, 1992. "The arbitrage Pricing Theorem with Non Expected Utility Preferences," Working Papers 866, Queen's University, Department of Economics.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Erkan Yalcin, 2002. "Existence of Equilibrium in Incomplete Markets with Non-Ordered Preferences," GE, Growth, Math methods 0204002, University Library of Munich, Germany.
- Sujoy Mukerji & Jean-Marc Tallon, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Review of Economic Studies,
Oxford University Press, vol. 68(4), pages 883-904.
- Mukerji, S. & Tallon, J.-M., 1999. "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie MathÃ©matique et Applications 1999-28, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
- Sujoy Mukerji & Jean-Marc Tallon, 2000. "Ambiguity Aversion and Incompleteness of Financial Markets," Economics Series Working Papers 46, University of Oxford, Department of Economics.
- Sujoy Mukerji & Jean-Marc Tallon, 2001. "Ambiguity Aversion and Incompleteness of Financial Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174539, HAL.
- Eichberger, Jürgen & Kelsey, David, 2007. "Ambiguity," Sonderforschungsbereich 504 Publications 07-50, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Aldo Montesano, 2008. "Effects of Uncertainty Aversion on the Call Option Market," Theory and Decision, Springer, vol. 65(2), pages 97-123, September.
- Naqvi, Nadeem, 2012. "Impossibility of interpersonal social identity diversification under binary preferences," MPRA Paper 41365, University Library of Munich, Germany.
- Kelsey, David & Yalcin, Erkan, 2007.
"The arbitrage pricing theorem with incomplete preferences,"
Mathematical Social Sciences,
Elsevier, vol. 54(1), pages 90-105, July.
- David Kelsey & Erkan Yalcin, 2004. "The Arbitrage Pricing Theorem with Incomplete Preferences," GE, Growth, Math methods 0401002, University Library of Munich, Germany.
- Naqvi, Nadeem, 2012. "Why is the Workplace Racially Segregated by Occupation?," MPRA Paper 43352, University Library of Munich, Germany.
More about this item
Keywordsprices ; financial market ; economic models;
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