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On Risk Aversion and Optimal Stopping

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  • David C. Nachman

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  • David C. Nachman, 1972. "On Risk Aversion and Optimal Stopping," Discussion Papers 26, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    • Handle: RePEc:nwu:cmsems:26
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    File URL: http://www.kellogg.northwestern.edu/research/math/papers/26.pdf
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    References listed on IDEAS

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    1. Neave, Edwin H., 1971. "Multiperiod consumption-investment decisions and risk preference," Journal of Economic Theory, Elsevier, vol. 3(1), pages 40-53, March.
    2. Chen, Andrew H Y, 1970. "A Model of Warrant Pricing in a Dynamic Market," Journal of Finance, American Finance Association, vol. 25(5), pages 1041-1059, December.
    3. Baron, David P, 1970. "Price Uncertainty, Utility, and Industry Equilibrium in Pure Competition," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(3), pages 463-480, October.
    4. Robert S. Kaplan, 1972. "Stochastic Growth Models," Management Science, INFORMS, vol. 18(5-Part-1), pages 249-264, January.
    5. Yaari, Menahem E., 1969. "Some remarks on measures of risk aversion and on their uses," Journal of Economic Theory, Elsevier, vol. 1(3), pages 315-329, October.
    6. J. E. Stiglitz, 1969. "The Effects of Income, Wealth, and Capital Gains Taxation on Risk-Taking," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 83(2), pages 263-283.
    7. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    8. Rothschild, Michael & Stiglitz, Joseph E., 1971. "Increasing risk II: Its economic consequences," Journal of Economic Theory, Elsevier, vol. 3(1), pages 66-84, March.
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    Cited by:

    1. Gee, Laura Katherine, 2016. "The More You Know: Information Effects on Job Application Rates in a Large Field Experiment," IZA Discussion Papers 10372, Institute of Labor Economics (IZA).
    2. Laura Gee, 2014. "The More you Know: Information Effects in Job Application Rates by Gender in a Large Field Experiment," Discussion Papers Series, Department of Economics, Tufts University 0780, Department of Economics, Tufts University.

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