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The arbitrage pricing theorem with non-expected utility preferences

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Publication:1893213
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DOI10.1006/jeth.1995.1020zbMath0829.90008OpenAlexW2081701127MaRDI QIDQ1893213

David Kelsey, Frank Milne

Publication date: 3 July 1995

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/273259


zbMATH Keywords

arbitrage pricing


Mathematics Subject Classification ID


Related Items (3)

The arbitrage pricing theorem with incomplete preferences ⋮ Existence of Equilibria in Incomplete Markets with Non-Ordered Preferences ⋮ Effects of uncertainty aversion on the call option market







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