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On the Decomposition and Characterization of Risk With a Continuum of Random Variables

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  • M Ali Khan
  • Yeneng Sun

Abstract

We show that the main theorem in Al-Najjar's 1995 Econometrica paper is false We provide additional references for the residual implications that are valid but point our that these standard implications are incapable of bearing the interpretative weight that Al-Najjar places on them

Suggested Citation

  • M Ali Khan & Yeneng Sun, 1997. "On the Decomposition and Characterization of Risk With a Continuum of Random Variables," Economics Working Paper Archive 383, The Johns Hopkins University,Department of Economics.
    • Handle: RePEc:jhu:papers:383
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    Cited by:

    1. CITANNA, Alessandro, 2000. "Moral hazard and linear contracts : Economies with idiosyncratic risks," HEC Research Papers Series 699, HEC Paris.

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