Share  Bookmark

 Download from





Allais, Maurice (1953), "Le comportement de l'homme rationnel devant le risque: Critique des postulates et axioms de l'ecole Americaine," Sconometrica,!21, 503546.
_______________(1988), "The General Theory of Random Choices in Relation to the Invariant Cardinal Function and the Specific Probability Function. The (U8) Model. A General Overview, in B. Munier (ed.), &isF,!Eecision!and!&ationality (Dordrecht, Reidel), 231!289.
Amihud, Y., B.J. Christensen and H. Mandelson (1992), "Further Evidence on the RiskReturn Relationship," Working Paper, Stanford University.
Barberis, N., M. Huang, and T. Santos, (2001) "Prospect Theory and Asset Prices," ^uarterly!_ournal!of! Sconomics, 116(1), 1!53.
Berk, J., (1997) “Necessary Conditions for the CAPM,” _ournal!of!Sconomic!Theory, 73, 245!257.
Benartzi, Shlomo, and Richard Thaler, "Myopic Loss Aversion and the Equity Premium Puzzle," The! ^uarterly!_ournal!of!Sconomics, 1101(1), 1995.
Black, F. (1972), "Capital Market Equilibrium with Restricted Borrowing," _ournal! of! #usiness, 45, 444!455.
Fama, E.F. and J.D. MacBeth (1973), "Risk Return and Equilibrium: Empirical Tests," _ournal! of! Bolitical!Sconomy, 72, 607!636.
_________and K. French (1992), "The CrossSection of Expected Stock Returns," _ournal!of!Cinance, 47, 427!466.
Fishburn, Peter, C. (1982), "Nontransitive Measurable Utility," _ournal!of!Mathematical!Bsychology, 26, 31!67.