The inverse problem of asset price under non-expected utility

DOI10.1016/0165-1765(90)90003-JzbMath1375.91090MaRDI QIDQ1676739

Susheng Wang

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Cites Work

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• The Inverse Optimal Problem: A Dynamic Programming Approach
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Asset Prices in an Exchange Economy
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• The General Instability of a Class of Competitive Growth Processes

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