Nondegenerate Intervals of No-Trade Prices for Risk Averse Traders
Gerd Weinrich
Theory and Decision, 1999, vol. 46, issue 1, 79-99
Keywords: Portfolio choice; Risk aversion of order one; No-trade prices (search for similar items in EconPapers)
Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1023/A:1004950814993 (text/html)
Access to full text is restricted to subscribers.
Related works:
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:kap:theord:v:46:y:1999:i:1:p:79-99
Ordering information: This journal article can be ordered from
http://www.springer. ... ry/journal/11238/PS2
DOI: 10.1023/A:1004950814993
Access Statistics for this article
Theory and Decision is currently edited by Mohammed Abdellaoui
More articles in Theory and Decision from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().