Found 24 Documents (Results 1–24)
Live fast, die young. (English) Zbl 1367.91109
Collective risk aversion. (English) Zbl 1287.91092
MSC:
91B30
91B32
On multivariate prudence. (English) Zbl 1285.91043
MSC:
91B16
91B30
Unbiased disagreement in financial markets, waves of pessimism and the risk-return trade-off. (English) Zbl 1218.91048
Discounting and divergence of opinion. (English) Zbl 1238.91134
MSC:
91G30
Are more risk averse agents more optimistic? Insights from a rational expectations model. (English) Zbl 1255.91306
On Abel’s concept of doubt and pessimism. (English) Zbl 1181.91099
MSC:
91B30
91G10
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (English) Zbl 1206.91043
Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt. (English) Zbl 1200.91228
MSC:
91B69
91B25
Aggregation of heterogeneous beliefs. (English) Zbl 1142.91529
MSC:
91B28
91B10
Arbitrage and state price deflators in a general intertemporal framework. (English) Zbl 1136.91446
MSC:
91B28
Conditional comonotonicity. (English) Zbl 1063.60002
Reviewer: Nicko G. Gamkrelidze (Moskva)
Convergence of utility functions and convergence of optimal strategies. (English) Zbl 1052.91047
Reviewer: Yuliya S. Mishura (Kyïv)
Comonotonic processes. (English) Zbl 1028.60089
MSC:
60J99
91B28
Market models with frictions: arbitrage and pricing issues. (English) Zbl 1107.91311
Jouini, E. (ed.) et al., Option pricing, interest rates and risk management. Cambridge: Cambridge University Press (ISBN 0-521-79237-1/hbk). Handbooks in Mathematical Finance, 43-66 (2001).
MSC:
91B24
Arbitrage and investment opportunities. (English) Zbl 0978.91035
Reviewer: A.D.Borisenko (Kyïv)
MSC:
91B28
60G44
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