Limited Liability, Short Selling, Bounded Utility, and Infinite-Variance Stable Distributions

Paul Samuelson

Journal of Financial and Quantitative Analysis, 1976, vol. 11, issue 3, 485-503

Abstract: I welcome the oppostunity to second the analysis of Davies and Ronning [4]. The considerations they raise crop up repeatedly in various contexts of uncertainty analysis and prompt the following remarks dealing with various tonics described in ray title.

Date: 1976
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