The arbitrage Pricing Theorem with Non Expected Utility Preferences

David Kelsey and Frank Milne

No 273259, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Demand and Price Analysis; Financial Economics (search for similar items in EconPapers)
Pages: 39
Date: 1992-08
References: Add references at CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/273259/files/qed_wp_866.pdf (application/pdf)

Related works:
Journal Article: The Arbitrage Pricing Theorem with Non-expected Utility Preferences (1995)
Working Paper: The arbitrage Pricing Theorem with Non Expected Utility Preferences (1992)
Working Paper: The Arbitrage Pricing Theorem with non Expected Utility Preferences (1990)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273259

DOI: 10.22004/ag.econ.273259

Access Statistics for this paper

More papers in Queen's Economics Department Working Papers from Queen's University - Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().