Cahiers du CEREMADE

Unité Mixte de Recherche du C.N.R.S. N°7534
 
Abstract : Following Dybvig (1988) and Jouini-Kallal (2000), we define for a given price, a measure over contingent claims, based on second order stochastic dominance. This measure is called the
 
 
STOCHASTIC DOMINANCE, RISK, DISPERSION AND EQUILIBRIUM ASSET PRICING
DANA Rose-Anne
2000-44
18-12-2000
 
Université de PARIS - DAUPHINE
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