The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets
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Cited by:
- Elyès Jouini & Clotilde Napp, 2008. "Aggregation of Discount Rates: an Equilibrium Approach," Working Papers halshs-00394035, HAL.
- Jouini, Elyès & Napp, Clotilde, 2014.
"How to aggregate experts' discount rates: An equilibrium approach,"
Economic Modelling, Elsevier, vol. 36(C), pages 235-243.
- Elyès Jouini & Clotilde Napp, 2014. "How to aggregate experts' discount rates: an equilibrium approach," Post-Print halshs-00927269, HAL.
- Bakshi, Gurdip & Madan, Dilip & Panayotov, George, 2010. "Returns of claims on the upside and the viability of U-shaped pricing kernels," Journal of Financial Economics, Elsevier, vol. 97(1), pages 130-154, July.
- Marten Hillebrand, 2008. "Pension Systems, Demographic Change, and the Stock Market," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-77972-8, October.
- Jeremy Bertomeu & Edwige Cheynel, 2016. "Disclosure and the Cost of Capital: A Survey of the Theoretical Literature," Abacus, Accounting Foundation, University of Sydney, vol. 52(2), pages 221-258, June.
- repec:dau:papers:123456789/3495 is not listed on IDEAS
- Jeremy Bertomeu & Edwige Cheynel & Michelle Liu‐Watts, 2018. "Are the Fama French factors treated as risk? Evidence from CEO compensation," European Financial Management, European Financial Management Association, vol. 24(5), pages 728-774, November.
- repec:dau:papers:123456789/4987 is not listed on IDEAS
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