Risk Aversion and the Bid–Ask Spread
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DOI: 10.1111/1468-036X.00098
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Cited by:
- Christian At & Laurent Flochel & Patrick Roger, 2002. "Market-making, inventories and martingale pricing," Post-Print halshs-00178162, HAL.
- Christos Giannikos & Hany Guirguis & Tin Shan Suen, 2012. "Modelling the Blind Principal Bid Basket Trading Cost," European Financial Management, European Financial Management Association, vol. 18(2), pages 271-302, March.
- Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.
- Roger, Patrick, 2000. "Properties of bid and ask reservation prices in the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 269-285, November.
- Abouda, Moez & Chateauneuf, Alain, 2002.
"Characterization of symmetrical monotone risk aversion in the RDEU model,"
Mathematical Social Sciences, Elsevier, vol. 44(1), pages 1-15, September.
- Abouda, M. & Chateauneuf, A., 1999. "A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model," Papiers d'Economie Mathématique et Applications 1999.87, Université Panthéon-Sorbonne (Paris 1).
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