-
2
-
-
0000940164
-
Uncertainty and the evaluation of public investment
-
Arrow K.J., and Lind R.C. Uncertainty and the evaluation of public investment. Amer. Econ. Rev. 60 (1970) 364-378
-
(1970)
Amer. Econ. Rev.
, vol.60
, pp. 364-378
-
-
Arrow, K.J.1
Lind, R.C.2
-
3
-
-
30744469353
-
Incomplete information, heterogeneity, and asset pricing
-
Berrada T. Incomplete information, heterogeneity, and asset pricing. J. Finan. Econometrics 4 (2006) 136-160
-
(2006)
J. Finan. Econometrics
, vol.4
, pp. 136-160
-
-
Berrada, T.1
-
5
-
-
0009713512
-
An intertemporal asset pricing model with stochastic consumption and investment opportunities
-
Breeden D.T. An intertemporal asset pricing model with stochastic consumption and investment opportunities. J. Finan. Econ. 7 (1979) 265-296
-
(1979)
J. Finan. Econ.
, vol.7
, pp. 265-296
-
-
Breeden, D.T.1
-
6
-
-
0034981137
-
Discrete choice with social interactions
-
Brock W., and Durlauf S. Discrete choice with social interactions. Rev. Econ. Stud. 68 (2001) 235-260
-
(2001)
Rev. Econ. Stud.
, vol.68
, pp. 235-260
-
-
Brock, W.1
Durlauf, S.2
-
8
-
-
0030370039
-
On the concavity of the consumption function
-
Caroll C.D., and Kimball M. On the concavity of the consumption function. Econometrica 64 (1996) 981-992
-
(1996)
Econometrica
, vol.64
, pp. 981-992
-
-
Caroll, C.D.1
Kimball, M.2
-
9
-
-
21344447418
-
An axiomatic approach to sustainable development
-
Chichilnisky G. An axiomatic approach to sustainable development. Soc. Choice Welfare 13 (1996) 231-257
-
(1996)
Soc. Choice Welfare
, vol.13
, pp. 231-257
-
-
Chichilnisky, G.1
-
10
-
-
0001660676
-
Intertemporal asset pricing with heterogeneous beliefs
-
Detemple J., and Murthy S. Intertemporal asset pricing with heterogeneous beliefs. J. Econ. Theory 62 (1994) 294-320
-
(1994)
J. Econ. Theory
, vol.62
, pp. 294-320
-
-
Detemple, J.1
Murthy, S.2
-
11
-
-
0031479476
-
Equilibrium asset prices and no arbitrage with portfolio constraints
-
Detemple J., and Murthy S. Equilibrium asset prices and no arbitrage with portfolio constraints. Rev. Finan. Stud. 10 (1997) 1133-1174
-
(1997)
Rev. Finan. Stud.
, vol.10
, pp. 1133-1174
-
-
Detemple, J.1
Murthy, S.2
-
12
-
-
0030305827
-
Non convexities and efficiency of equilibria in insurance markets with asymmetric information
-
Dionne G., and Fombaron N. Non convexities and efficiency of equilibria in insurance markets with asymmetric information. Econ. Letters 52 (1996) 31-40
-
(1996)
Econ. Letters
, vol.52
, pp. 31-40
-
-
Dionne, G.1
Fombaron, N.2
-
13
-
-
0000073065
-
Consumption decisions under uncertainty
-
Drèze J.H., and Modigliani F. Consumption decisions under uncertainty. J. Econ. Theory 5 (1972) 308-335
-
(1972)
J. Econ. Theory
, vol.5
, pp. 308-335
-
-
Drèze, J.H.1
Modigliani, F.2
-
14
-
-
0001577622
-
Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities
-
Duffie D., and Huang C.-F. Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities. Econometrica 53 (1985) 1337-1356
-
(1985)
Econometrica
, vol.53
, pp. 1337-1356
-
-
Duffie, D.1
Huang, C.-F.2
-
15
-
-
62449196420
-
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
-
Dumas B., Kurshev A., and Uppal R. Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility. J. Finance 64 (2009) 579-629
-
(2009)
J. Finance
, vol.64
, pp. 579-629
-
-
Dumas, B.1
Kurshev, A.2
Uppal, R.3
-
16
-
-
0010590729
-
Long forward and zero coupon rates can never fall
-
Dybvig P., Ingersoll J., and Ross S. Long forward and zero coupon rates can never fall. J. Bus. 69 1 (1996) 1-25
-
(1996)
J. Bus.
, vol.69
, Issue.1
, pp. 1-25
-
-
Dybvig, P.1
Ingersoll, J.2
Ross, S.3
-
17
-
-
0000984760
-
Scientific progress and irreversibility: an economic interpretation of the 'Precautionary Principle'
-
Gollier C. Scientific progress and irreversibility: an economic interpretation of the 'Precautionary Principle'. J. Public Econ. 75 2 (2000) 229-253
-
(2000)
J. Public Econ.
, vol.75
, Issue.2
, pp. 229-253
-
-
Gollier, C.1
-
18
-
-
0036089852
-
Discounting an uncertain future
-
Gollier C. Discounting an uncertain future. J. Public Econ. 85 2 (2002) 149-166
-
(2002)
J. Public Econ.
, vol.85
, Issue.2
, pp. 149-166
-
-
Gollier, C.1
-
19
-
-
0036921084
-
Time horizon and the discount rate
-
Gollier C. Time horizon and the discount rate. J. Econ. Theory 107 (2002) 463-473
-
(2002)
J. Econ. Theory
, vol.107
, pp. 463-473
-
-
Gollier, C.1
-
20
-
-
3242673585
-
Maximizing the expected net future value as an alternative strategy to gamma discounting
-
Gollier C. Maximizing the expected net future value as an alternative strategy to gamma discounting. Finance Research Letters 1 (2004) 85-89
-
(2004)
Finance Research Letters
, vol.1
, pp. 85-89
-
-
Gollier, C.1
-
21
-
-
36148977664
-
The consumption-based determinants of the term structure of discount rates
-
Gollier C. The consumption-based determinants of the term structure of discount rates. Mathematics and Financial Economics 1 2 (2007) 81-101
-
(2007)
Mathematics and Financial Economics
, vol.1
, Issue.2
, pp. 81-101
-
-
Gollier, C.1
-
23
-
-
24944578405
-
Aggregation of heterogeneous time preferences
-
Gollier C., and Zeckhauser R. Aggregation of heterogeneous time preferences. J. Polit. Economy 113 4 (2005) 878-896
-
(2005)
J. Polit. Economy
, vol.113
, Issue.4
, pp. 878-896
-
-
Gollier, C.1
Zeckhauser, R.2
-
24
-
-
34548527409
-
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
-
Jouini E., and Napp C. Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. Rev. Econ. Stud. 74 (2007) 1149-1174
-
(2007)
Rev. Econ. Stud.
, vol.74
, pp. 1149-1174
-
-
Jouini, E.1
Napp, C.2
-
26
-
-
30844466432
-
Heterogeneous patience and the term structure of real interest rates
-
Lengwiler Y. Heterogeneous patience and the term structure of real interest rates. Amer. Econ. Rev. 95 (2005) 890-896
-
(2005)
Amer. Econ. Rev.
, vol.95
, pp. 890-896
-
-
Lengwiler, Y.1
-
27
-
-
0033740361
-
Renewable resources and economic sustainability: A dynamic analysis with heterogeneous time preferences
-
Li C.-Z., and Löfgren K.-G. Renewable resources and economic sustainability: A dynamic analysis with heterogeneous time preferences. J. Environ. Econ. Manage. 40 (2000) 236-250
-
(2000)
J. Environ. Econ. Manage.
, vol.40
, pp. 236-250
-
-
Li, C.-Z.1
Löfgren, K.-G.2
-
29
-
-
84960566726
-
Anomalies in intertemporal choices: evidence and an interpretation
-
Loewenstein G., and Prelec D. Anomalies in intertemporal choices: evidence and an interpretation. Quart. J. Econ. 107 2 (1992) 573-597
-
(1992)
Quart. J. Econ.
, vol.107
, Issue.2
, pp. 573-597
-
-
Loewenstein, G.1
Prelec, D.2
-
30
-
-
85025724501
-
On estimating the expected return on the market: an exploratory investigation
-
Merton R. On estimating the expected return on the market: an exploratory investigation. J. Finan. Econ. 8 (1980) 323-362
-
(1980)
J. Finan. Econ.
, vol.8
, pp. 323-362
-
-
Merton, R.1
-
31
-
-
61849102416
-
Properties of the social discount rate in a Benthamite framework with heterogeneous degrees of impatience
-
Nocetti D., Jouini E., and Napp C. Properties of the social discount rate in a Benthamite framework with heterogeneous degrees of impatience. Management Science 54 10 (2008) 1822-1826
-
(2008)
Management Science
, vol.54
, Issue.10
, pp. 1822-1826
-
-
Nocetti, D.1
Jouini, E.2
Napp, C.3
-
32
-
-
35348974085
-
A review of the stern review of the economics of climate change
-
Nordhaus W. A review of the stern review of the economics of climate change. J. Econ. Lit. 45 (2007) 686-702
-
(2007)
J. Econ. Lit.
, vol.45
, pp. 686-702
-
-
Nordhaus, W.1
-
33
-
-
0036475101
-
Aggregate social discount rate derived from individual discount rates
-
Reinschmidt K.F. Aggregate social discount rate derived from individual discount rates. Management Science 48 2 (2002) 307-312
-
(2002)
Management Science
, vol.48
, Issue.2
, pp. 307-312
-
-
Reinschmidt, K.F.1
-
35
-
-
0031193418
-
Environmental auditing in management systems and public policy
-
Sinclair-Desgagné B., and Gabel H.L. Environmental auditing in management systems and public policy. J. Environ. Econ. Manage. 33 (1997) 331-346
-
(1997)
J. Environ. Econ. Manage.
, vol.33
, pp. 331-346
-
-
Sinclair-Desgagné, B.1
Gabel, H.L.2
-
36
-
-
0010151508
-
Divergence of opinion in complete markets
-
Varian H. Divergence of opinion in complete markets. J. Finance 40 (1985) 309-317
-
(1985)
J. Finance
, vol.40
, pp. 309-317
-
-
Varian, H.1
-
37
-
-
0002791454
-
Difference of opinion in financial markets
-
Stone C.C. (Ed), Kluwer, Dordrecht, The Netherlands
-
Varian H. Difference of opinion in financial markets. In: Stone C.C. (Ed). Financial Risk: Theory, Evidence, and Implications (1989), Kluwer, Dordrecht, The Netherlands
-
(1989)
Financial Risk: Theory, Evidence, and Implications
-
-
Varian, H.1
-
38
-
-
0030137587
-
The term structure of interest rates in a pure exchange economy with heterogeneous investors
-
Wang J. The term structure of interest rates in a pure exchange economy with heterogeneous investors. J. Finan. Econ. 41 (1996) 75-110
-
(1996)
J. Finan. Econ.
, vol.41
, pp. 75-110
-
-
Wang, J.1
-
39
-
-
0032211507
-
Why the far-distant future should be discounted at its lowest possible rate
-
Weitzman M. Why the far-distant future should be discounted at its lowest possible rate. J. Environ. Econ. Manage. 36 (1998) 201-208
-
(1998)
J. Environ. Econ. Manage.
, vol.36
, pp. 201-208
-
-
Weitzman, M.1
-
40
-
-
0000174080
-
Gamma discounting
-
Weitzman M. Gamma discounting. Amer. Econ. Rev. 91 1 (2001) 260-271
-
(2001)
Amer. Econ. Rev.
, vol.91
, Issue.1
, pp. 260-271
-
-
Weitzman, M.1
-
42
-
-
35348993238
-
A review of the Stern Review of the economics of climate change
-
Weitzman M. A review of the Stern Review of the economics of climate change. J. Econ. Lit. 45 (2007) 703-724
-
(2007)
J. Econ. Lit.
, vol.45
, pp. 703-724
-
-
Weitzman, M.1
-
43
-
-
77949485968
-
Heterogeneous expectations and bond markets
-
forthcoming
-
W. Xiong, H. Yan, Heterogeneous expectations and bond markets, Rev. Finan. Stud. (2009), forthcoming
-
(2009)
Rev. Finan. Stud
-
-
Xiong, W.1
Yan, H.2
-
44
-
-
61849133436
-
Natural selection in financial markets: Does it work
-
Yan H. Natural selection in financial markets: Does it work. Management Science 54 (2008) 1935-1950
-
(2008)
Management Science
, vol.54
, pp. 1935-1950
-
-
Yan, H.1
-
45
-
-
0032044523
-
Effects of financial innovations on market volatility when beliefs are heterogeneous
-
Zapatero F. Effects of financial innovations on market volatility when beliefs are heterogeneous. J. Econ. Dynam. Control 22 (1998) 597-626
-
(1998)
J. Econ. Dynam. Control
, vol.22
, pp. 597-626
-
-
Zapatero, F.1
|