Information, endogenous uncertainty and risk aversion
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,General Business, Management and Accounting
Link
http://link.springer.com/content/pdf/10.1007/BF01227554.pdf
Reference10 articles.
1. Andersen, P., and Andersen, T. M. (1987): “The Extraction of Exhaustible Resources under Demand Uncertainty.”Resources and Energy 9: 223–231.
2. Andersen, T. M. (1982): “Endogenous Uncertainty, Aggregation of Information and Futures Trading in a Market for an Exhaustible Resource.” Unpublished.
3. — (1983): “Price and Quantity Signals in Financial Markets.”Zeitschrift für Nationalökonomie 43: 109–129.
4. — (1985): “The Relative Information Efficiency of Price and Quantity Signals.”Economics Letters 18: 121–124.
5. Arrow, K. J. (1978): “Risk Allocation and Information: Some Recent Theoretical Developments.”Geneva Papers on Risk and Insurance 8: 5–19.
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