On Abel's Concept of Doubt and Pessimism
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- Jouini, E. & Napp, C., 2008. "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3682-3694, November.
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Cited by:
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- Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Collective risk aversion," Post-Print halshs-00559137, HAL.
- Diego Nocetti & Elyès Jouini & Clotilde Napp, 2008.
"Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience,"
Management Science, INFORMS, vol. 54(10), pages 1822-1826, October.
- Diego Nocetti & Elyès Jouini & Clotilde Napp, 2008. "Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience," Post-Print halshs-00365980, HAL.
- repec:dau:papers:123456789/2319 is not listed on IDEAS
- Christian Gollier & Miles S. Kimball, 2018.
"New methods in the classical economics of uncertainty: comparing risks,"
The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 5-23, May.
- Christian Gollier & Miles S. Kimball, 2018. "New methods in the classical economics of uncertainty: comparing risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 5-23, May.
- Gollier, C. & Kimball, M.S., 1996. "New Methods in the Classical Economics of Uncertainty: Comparing Risks," Papers 96.412, Toulouse - GREMAQ.
- Jouini, Elyes & Napp, Clotilde, 2006. "Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt," Journal of Economic Dynamics and Control, Elsevier, vol. 30(7), pages 1233-1260, July.
- Hansen, Simon Lysbjerg, 2015. "Cross-sectional asset pricing with heterogeneous preferences and beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 125-151.
- Alfranseder, Emanuel & zhang, Xiang, 2015. "The Effect of Pessimism and Doubt on the Equity Premium," Knut Wicksell Working Paper Series 2015/5, Lund University, Knut Wicksell Centre for Financial Studies.
- Elyès Jouini & Clotilde Napp, 2012.
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- Elyès Jouini & Clotilde Napp, 2012. "Behavioral biases and representative agent," Post-Print halshs-00550229, HAL.
- Weinbaum, David, 2009. "Investor heterogeneity, asset pricing and volatility dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 33(7), pages 1379-1397, July.
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Keywords
Pessimism; optimism; doubt; stochastic dominance; risk premium; market price of risk; riskiness; portfolio dominance; monotone likelihood ratio;All these keywords.
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