References
[1] Back, K. and Dybvig, P. H. (1993), On the Existence of Optimal Port-
folios in Complete Markets, Working paper, Washington University in
St. Louis.
[2] Barberis, N. and Huang, M. (2000), Mental Accounting, Loss Aversion,
and Individual Stock Returns, Working Paper.
[3] Barberis, N., Huang, M. and Santos, T. (2001), Prospect Theory and
Asset Prices, Quarterly Journal of Economics, forthcoming.
[4] Bawa, V.S. and Lindenberg, B.E. (1977), Capital market equilibrium
in a mean-lower partial moment framework, Journal of Financial Eco-
nomics, 5, 189-200.
[5] Bell, D.E. (1995a), Risk, return, and utility, Management Science, 41,
23-30.
[6] Bell, D.E. (1995b), A contextual uncertainty condition for behavior un-
der risk, Management Science, 41, 1145-1150.
[7] Benninga, S. and Blume, M. (1985), On the Optimality of Portfolio
Insurance, Journal of Finance, 40, 1341-1352.
[8] Benninga, S. and Mayshar, J. (2000), Heterogeneity and Option Pricing,
Review of Derivatives Research, 4, 7-27.
[9] Brachinger, H.-W. and Weber, M. (1997), Risk as a primitive: a survey
of measures of perceived risk, OR-Spektrum, 19, 235-250.
[10] Brennan, M. J. and Solanki, M. (1981), Optimal Portfolio Insurance,
Journal of Financial and Quantitative Analysis, 16, 279-300.
[11] Brenner, M. and Y-H Eom (1996), Semi-Nonparametric Tests of the
Martingale Restrictions of Option Prices, Working Paper, New York
University.
[12] Cass, D. and Stiglitz, J.E. (1970), The structure of investor preferences
and asset returns, and separability in portfolio allocation: A contribu-
tion to the pure theory of mutual funds, Journal of Economic Theory,
2, 122-160.
[13] Christensen, B.J. and N.R. Prabhala (1998), The relation between im-
plied and realized volatility, Journal of Financial Economics, 50, 125-
150.
47
More intriguing information
1. Feature type effects in semantic memory: An event related potentials study2. Une nouvelle vision de l'économie (The knowledge society: a new approach of the economy)
3. A Regional Core, Adjacent, Periphery Model for National Economic Geography Analysis
4. The name is absent
5. The name is absent
6. Ronald Patterson, Violinist; Brooks Smith, Pianist
7. The name is absent
8. Transport system as an element of sustainable economic growth in the tourist region
9. The Employment Impact of Differences in Dmand and Production
10. CAN CREDIT DEFAULT SWAPS PREDICT FINANCIAL CRISES? EMPIRICAL STUDY ON EMERGING MARKETS