The no-trade interval of Dow and Werlang: Some clarifications

Author:

Chateauneuf Alain,Ventura Caroline

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,General Psychology,General Social Sciences,Sociology and Political Science

Reference19 articles.

1. Abouda, M., 2008. Decreasing absolute risk aversion: Some clarification. CES Working papers, 24

2. Positivity of bid-ask spreads and symmetrical monotone risk aversion;Abouda;Theory and Decision,2002

3. Symmetrical monotone risk aversion and positive bid-ask spreads;Abouda;Beliefs, Interactions and Preferences in Decision Making,1999

4. The theory of risk aversion. Aspects of the theory of risk bearing;Arrow;Yrjo Jahnsonin Sastio,1965

5. Portfolio inertia under ambiguity;Asano;Mathematical Social Sciences,2006

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2. Mean-risk analysis with enhanced behavioral content;European Journal of Operational Research;2014-12

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