Pages that link to "Item:Q1893213"
From MaRDI portal
The following pages link to The arbitrage pricing theorem with non-expected utility preferences (Q1893213):
Displaying 6 items.
- Effects of uncertainty aversion on the call option market (Q944232) (← links)
- The arbitrage pricing theorem with incomplete preferences (Q2381462) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- The theory of good-deal pricing in financial markets (Q2782354) (← links)
- Existence of Equilibria in Incomplete Markets with Non-Ordered Preferences (Q4598023) (← links)
- DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)