Nondegenerate Intervals of No-Trade Prices for Risk-averse Traders
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References listed on IDEAS
- repec:cup:apsrev:v:72:y:1978:i:04:p:1341-1356_15 is not listed on IDEAS
- Loosemore, John & Hanby, Victor J., 1971. "The Theoretical Limits of Maximum Distortion: Some Analytic Expressions for Electoral Systems," British Journal of Political Science, Cambridge University Press, vol. 1(04), pages 467-477, October.
- repec:cup:apsrev:v:77:y:1983:i:01:p:123-141_24 is not listed on IDEAS
More about this item
KeywordsPortfolio choice; Risk aversion of order one; No-trade prices;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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