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Risk Aversion and Arbitrage
Data up to Jan 2025
Published1985
Citations24
References8
Total Citations Per Year
Abstract
References (8)
Convex Analysis
1970 • 9,645 citations
Martingales and arbitrage in multiperiod securities markets
1979 • 3,734 citations
Prices of State-Contingent Claims Implicit in Option Prices
1978 • 2,268 citations
A Simple Approach to the Valuation of Risky Streams
1978 • 602 citations
Arbitrage and equilibrium in economies with infinitely many commodities
1981 • 513 citations
Risk and return in finance
1977 • 275 citations
Portfolio Efficient Sets
1982 • 82 citations
Nonparametric Tests of Models of Investor Behavior
1983 • 75 citations
Cited By (0)
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