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What happened to the utility functions?: Imprecise expectations of security prices

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  • Kane, Stephen A.

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  • Kane, Stephen A., 1999. "What happened to the utility functions?: Imprecise expectations of security prices," International Review of Financial Analysis, Elsevier, vol. 8(2), pages 165-175, June.
    • Handle: RePEc:eee:finana:v:8:y:1999:i:2:p:165-175
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    References listed on IDEAS

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    1. Gilboa Itzhak & Schmeidler David, 1993. "Updating Ambiguous Beliefs," Journal of Economic Theory, Elsevier, vol. 59(1), pages 33-49, February.
    2. Elton, Edwin J, et al, 1993. "Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios," The Review of Financial Studies, Society for Financial Studies, vol. 6(1), pages 1-22.
    3. G. O. Bierwag & M. A. Grove, 1965. "On Capital Asset Prices: Comment," Journal of Finance, American Finance Association, vol. 20(1), pages 89-93, March.
    4. Arrow, Kenneth J, 1982. "Risk Perception in Psychology and Economics," Economic Inquiry, Western Economic Association International, vol. 20(1), pages 1-9, January.
    5. J. G. Cragg & Burton G. Malkiel, 1968. "The Consensus And Accuracy Of Some Predictions Of The Growth Of Corporate Earnings," Journal of Finance, American Finance Association, vol. 23(1), pages 67-84, March.
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    Cited by:

    1. Smimou, K. & Bector, C.R. & Jacoby, G., 2007. "A subjective assessment of approximate probabilities with a portfolio application," Research in International Business and Finance, Elsevier, vol. 21(2), pages 134-160, June.
    2. Kane, Stephen, 2004. "Scientific methods in finance," International Review of Financial Analysis, Elsevier, vol. 13(1), pages 105-118.
    3. Smimou, K. & Bector, C.R. & Jacoby, G., 2008. "Portfolio selection subject to experts' judgments," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1036-1054, December.

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