On Abel's concept of doubt and pessimism
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Publication:2654420
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Cites work
- A Note on Portfolio Dominance
- An exploration of the effects of pessimism and doubt on asset returns.
- Comparative statics under uncertainty for a class of economic agents
- Demand for risky financial assets: A portfolio analysis
- Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
- Mean-preserving Portfolio Dominance
- Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
- The comparative statics of changes in risk revisited
- The comparative statics of cumulative distribution function changes for the class of risk averse agents
- The Effects of Shifts in a Return Distribution on Optimal Portfolios
Cited in
(7)- Investor heterogeneity, asset pricing and volatility dynamics
- Cross-sectional asset pricing with heterogeneous preferences and beliefs
- Biased Bayesian learning with an application to the risk-free rate puzzle
- Collective risk aversion
- An exploration of the effect of doubt during disasters on equity premiums
- Behavioral biases and the representative agent
- Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt
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