The arbitrage pricing theorem with incomplete preferences
Bibliographic Data
| ID | 11285341 |
|---|---|
| Authors | David Kelsey (0000-0002-8368-7818, University of Exeter), Erkan Yalcin (0000-0001-9241-8874, Yeditepe University, corresponding author) |
| Year | 2007 |
| Volume | 54 |
| Issue | 1 |
| Pages | 90-105 |
| Publication date | 2007-07-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Mathematical Social Sciences (JOURNAL) |
| Journal identifiers | ISSN: 0165-4896 • E-ISSN: 1879-3118 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.mathsocsci.2007.04.001 |
| OpenAlex | W2035668565 |
| Language | EN |
| Citations received | 2 |
| References cited | 27 |
Ambiguity · Arbitrage · Arbitrage pricing theory · Asset (computer security · Capital asset pricing model · Econometrics · Economics · Financial economics · Incomplete markets · Investment theory · Knightian uncertainty · Mathematical economics · Microeconomics · Computer Science · Decision-Making and Behavioral Economics · Economic theories and models · Game Theory and Voting Systems
The arbitrage theory of capital asset pricing
Increasing risk
Recent developments in modeling preferences
The Role of Securities in the Optimal Allocation of Risk-bearing
A Definition of Subjective Probability
Utility Theory without the Completeness Axiom
"Expected Utility" Analysis without the Independence Axiom
Subjective Probability and Expected Utility without Additivity
A theory of anticipated utility
| Citations per year | 0.13 |
|---|---|
| Citation span | 2010 - 2014 (5) |
| Highly cited | No |