THE EFFECTS OF UNCERTAINTY ON INVESTMENT UNDER RISK NEUTRALITY WITH ENDOGENOUS INFORMATION

被引:94
作者
CUKIERMAN, A [1 ]
机构
[1] TEL AVIV UNIV,TEL AVIV,ISRAEL
关键词
D O I
10.1086/260880
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:462 / 475
页数:14
相关论文
共 11 条
[1]  
[Anonymous], 1978, DISASTER INSURANCE P
[2]   RATIONAL EXPECTATIONS AND BAYESIAN ANALYSIS [J].
CYERT, RM ;
DEGROOT, MH .
JOURNAL OF POLITICAL ECONOMY, 1974, 82 (03) :521-536
[3]  
DeGroot, 1970, OPTIMAL STAT DECISIO, V82
[4]   PSYCHOLOGY OF PREDICTION [J].
KAHNEMAN, D ;
TVERSKY, A .
PSYCHOLOGICAL REVIEW, 1973, 80 (04) :237-251
[5]  
PRESCOTT EC, 1980, STUDIES BAYESIAN ECO
[6]   MONETARY-POLICY DURING A TRANSITION TO RATIONAL EXPECTATIONS [J].
TAYLOR, JB .
JOURNAL OF POLITICAL ECONOMY, 1975, 83 (05) :1009-1021
[7]  
TOBIN J, 1958, REV ECON STUD, V25, P65, DOI DOI 10.2307/2296205
[8]   MARKET ANTICIPATIONS, RATIONAL EXPECTATIONS, AND BAYESIAN-ANALYSIS [J].
TOWNSEND, RM .
INTERNATIONAL ECONOMIC REVIEW, 1978, 19 (02) :481-494
[9]   BAYESIAN APPROACH TO THEORY OF EXPECTATIONS [J].
TURNOVSKY, SJ .
JOURNAL OF ECONOMIC THEORY, 1969, 1 (02) :220-227
[10]  
Viner J., 1931, Z NATIONALOKONOMIE, V3, P23