Social States of Belief and the Determinant of the Equity Risk Premium in a Rational Belief Equilibrium

Author:

Kurz Mordecai

Publisher

Springer Berlin Heidelberg

Reference45 articles.

1. K. J. Arrow, Exposition of the theory of choice under uncertainty, in: Decisions and Organization (eds. C. B. McGuire and R. Radner), North-Holland, Amsterdam, 1971, 19–55.

2. K. J. Arrow and F. H. Hahn, General Competitive Analysis, Holden-Day, San Francisco, 1971.

3. K. J. Arrow and G. Debreu, Existence of an equilibrium for a competitive economy, Econometrica 22 (1954), 265–290.

4. K. J. Arrow, Le rôle des valeurs boursières pour la rèpartition la meilleure des risques, Économetrie, Colloque Internationaux du C.N.R.S. 11 (1953), 41–48; English translation: The role of securities in the optimal allocation of risk bearing, Review of Economic Studies 31 (1964), 91-96.

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

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