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.
- David Kelsey & Frank Milne, 1992. "The arbitrage Pricing Theorem with Non Expected Utility Preferences," Working Papers 866, Queen's University, Department of Economics.
References listed on IDEAS
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- Maxwell L. King & Michael McAleer, 1987. "Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model," Review of Economic Studies, Oxford University Press, vol. 54(4), pages 649-663.
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- S. P. Burke & L. G. Godfrey & A. R. Tremayne, 1990. "Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure," Review of Economic Studies, Oxford University Press, vol. 57(1), pages 135-145.
- Reinsel, Greg, 1979. "Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors," Econometrica, Econometric Society, vol. 47(1), pages 129-151, January.
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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, EconWPA.
- 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, EconWPA.
- 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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