Optimal expectations with complete markets
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97-37, C.V. Starr Center for Applied Economics, New York University.
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- Andrew B. Abel, 2001.
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- Andrew B. Abel, 2001. "An Exploration of the Effects of Pessimism and Doubt on Asset Returns," NBER Working Papers 8132, National Bureau of Economic Research, Inc.
- Rothschild, Michael & Stiglitz, Joseph E., 1971. "Increasing risk II: Its economic consequences," Journal of Economic Theory, Elsevier, vol. 3(1), pages 66-84, March.
- Gollier, G., 1997. "Optimal Insurance Design: What Can We Do Without Expected Utility?," Papers 97.463, Toulouse - GREMAQ.
- Gollier Christian, 1995. "The Comparative Statics of Changes in Risk Revisited," Journal of Economic Theory, Elsevier, vol. 66(2), pages 522-535, August.
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