Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
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Publication:433373
DOI10.1016/J.JEDC.2011.11.006zbMATH Open1247.91067OpenAlexW2056126779MaRDI QIDQ433373FDOQ433373
Authors: Alexander Zimper 
Publication date: 13 July 2012
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.11.006
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Cited In (13)
- A life-cycle model with ambiguous survival beliefs
- Put-call parity and generalized neo-additive pricing rules
- Piecewise linear rank-dependent utility
- The Lucas orchard
- The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
- Base topologies and convergence in nonadditive measure
- The economics of orchards: An exercise in point-input, flow-output capital theory
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news
- On trees and logs
- Shaking the tree: an agency-theoretic model of asset pricing
- Biased Bayesian learning with an application to the risk-free rate puzzle
- Piecewise additivity for non-expected utility
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