Risk Economics and Multi-Agent CCAPM

Author:

Tapiero Charles S.

Publisher

Springer US

Reference52 articles.

1. Adler, M., & Dumas, B. (1980). Foreign exchange risk management. In B. Antl (Ed.), Currency risk management (pp. 145–158). London: Euromoney Publications.

2. Alexander, J. (1993). The lawsuit avoidance theory of why initial public offerings are underpriced. UCLA Law Review, 41, 17–73.

3. Almeida C., & Garcia, R. (2008). Empirical likelihood estimators for stochastic discount factors. Working Paper, Getulio Vargas Foundation and EDHEC Business School (SSRN Listing).

4. Arrow, K. J. (1951a). Social choice and individual values. New York: Wiley.

5. Arrow, K. J. (1951b). Alternative approaches to the theory of choice in risk-taking situations. Econometrica, 19, 404–437.

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