Time-series tests of a non-expected-utility model of asset pricing

European Economic Review

Volumn 37, Issue 5, 1993, Pages 1083-1100

  Jorion, Philippe ^a   Giovannini, Alberto ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b Och Spine at New York Presbyterian Hospitals

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0003169959     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/0014-2921(93)90110-V     Document Type: Article

References (28)

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27. Non-expected utility in macroeconomics