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The comparative statics on asset prices based on bull and bear market measure. (2006). Ohnishi, Masamitsu ; Osaki, Yusuke.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:168:y:2006:i:2:p:291-300.

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  1. Stochastic dominance representation of optimistic belief: Theory and applications. (2008). Quiggin, John ; Osaki, Yusuke.
    In: Economics Letters.
    RePEc:eee:ecolet:v:101:y:2008:i:3:p:275-278.

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  2. A Risk-neutral Characterization of Optimization and Pessimism and its Applications. (2007). Quiggin, John ; Osaki, Yusuke.
    In: Risk and Sustainable Management Group Working Papers.
    RePEc:ags:uqsers:151180.

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References

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Cocites

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