On Abel's concept of doubt and pessimism (Q2654420)

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On Abel's concept of doubt and pessimism
scientific article

    Statements

    title
    On Abel's concept of doubt and pessimism (English)
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    author
    Elyès Jouini
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    Clotilde Napp
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    publication date
    19 January 2010
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    zbMATH Keywords
    pessimism
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    optimism
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    doubt
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    stochastic dominance
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    risk premium
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    market price of risk
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    riskiness
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    portfolio dominance
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    monotone likelihood ratio
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    Identifiers

    zbMATH DE Number
    5660339
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