On the Decomposition and Characterization of Risk With a Continuum of Random Variables

M. Khan and Yeneng Sun ()

Economics Working Paper Archive from The Johns Hopkins University,Department of Economics

Abstract: We show that the main theorem in Al-Najjar's 1995 Econometrica paper is false We provide additional references for the residual implications that are valid but point our that these standard implications are incapable of bearing the interpretative weight that Al-Najjar places on them

Date: 1997-02
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Persistent link: https://EconPapers.repec.org/RePEc:jhu:papers:383

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