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The arbitrage pricing theorem with non expected utility preferences / David Kelsey, Frank Milne
Bib ID 547568
Format BookBook
Author
Kelsey, David
 
Description Canberra : Australian National University, Faculty of Economics and Depts. of Economics, Research School of Pacific Studies, Research School of Social Sciences, 1990 
24 p. ; 21 cm. 
ISBN 0868312177
Series

Working papers in economics and econometrics ; no. 217.

Notes

Bibliography: p. 23-24.

Subjects Arbitrage -- Mathematical models.  |  Utility theory -- Mathematical models.
Other authors/contributors Milne, Frank  |  Australian National University. Faculty of Economics  |  Australian National University. Research School of Pacific Studies. Department of Economics  |  Australian National University. Research School of Social Sciences. Department of Economics
000 01327cam a2200313 a 4500
001 547568
005 20180830185600.0
008 910103s1990    aca      b    000 0 eng d
019 1 |a7680741
020 |a0868312177
035 |9(AuCNLDY)1514525
035 |a547568
040 |aANB|beng|cANB|dANL:NR
042 |aanuc
082 0 4 |a332.645|220
100 1 |aKelsey, David.
245 1 4 |aThe arbitrage pricing theorem with non expected utility preferences /|cDavid Kelsey, Frank Milne.
260 |aCanberra :|bAustralian National University, Faculty of Economics and Depts. of Economics, Research School of Pacific Studies, Research School of Social Sciences,|c1990.
300 |a24 p. ;|c21 cm.
490 1 |aWorking papers in economics and econometrics ;|vno. 217
504 |aBibliography: p. 23-24.
650 0 |aArbitrage|xMathematical models.
650 0 |aUtility theory|xMathematical models.
700 1 |aMilne, Frank.
710 2 |aAustralian National University.|bFaculty of Economics.
710 2 |aAustralian National University.|bResearch School of Pacific Studies.|bDepartment of Economics.
710 2 |aAustralian National University.|bResearch School of Social Sciences.|bDepartment of Economics.
830 0 |aWorking papers in economics and econometrics ;|vno. 217.
984 |aANL|cNq 330.08 WOR
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