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Uncertainty in the valuation of risky assets

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Symbolic and Quantitative Approaches to Uncertainty (ECSQARU 1991)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 548))

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References

  • Arrow, K.J. [1953] “Le rôle des valeurs boursières dans l'allocation optimale des risques” in Econométrie 40, pp 41–47, Cahiers du CNRS, Paris.

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  • Schmeidler, D. [1986] “Integral representation without additivity” Proceedings of the American mathematical society, vol 97, nℴ 2.

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  • Schmeidler, D. [1989] “Subjective probability and expected utility without additivity” Econometrica, 57, pp. 571–587.

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  • Yaari, M. [1987] “ Dual theory of choice under uncertainty” Econometrica, 55, pp. 95–115.

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Rudolf Kruse Pierre Siegel

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© 1991 Springer-Verlag Berlin Heidelberg

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Chateauneuf, A., Kast, R., Lapied, A. (1991). Uncertainty in the valuation of risky assets. In: Kruse, R., Siegel, P. (eds) Symbolic and Quantitative Approaches to Uncertainty. ECSQARU 1991. Lecture Notes in Computer Science, vol 548. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-54659-6_78

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  • DOI: https://doi.org/10.1007/3-540-54659-6_78

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-54659-7

  • Online ISBN: 978-3-540-46426-6

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