Financial Indices, Joint Ventures and Strategic Alliances Invalidate Cumulative Prospect Theory, Third-Generation Prospect Theory, Related Approaches and Intertemporal Asset Pricing Theory: HCI and Three New Decision Models

2018 ◽  
pp. 515-563 ◽  
Author(s):  
Michael I. C. Nwogugu
Keyword(s):  
Asset Pricing ◽  
Prospect Theory ◽  
Strategic Alliances ◽  
Joint Ventures ◽  
Cumulative Prospect Theory ◽  
Third Generation ◽  
Asset Pricing Theory ◽  
Pricing Theory ◽  
Intertemporal Asset Pricing ◽  
Financial Indices

An Asset Pricing Theory of Volatility Tail Behavior

2010 ◽  
Author(s):  
Gurdip S. Bakshi ◽  
Dilip B. Madan ◽  
George Panayotov
Keyword(s):  
Asset Pricing ◽  
Tail Behavior ◽  
Asset Pricing Theory ◽  
Pricing Theory

Dynamic asset pricing theory with uncertain time-horizon

2005 ◽  
Vol 29 (10) ◽  
pp. 1737-1764 ◽  
Author(s):  
Christophette Blanchet-Scalliet ◽  
Nicole El Karoui ◽  
Lionel Martellini
Keyword(s):  
Asset Pricing ◽  
Time Horizon ◽  
Asset Pricing Theory ◽  
Pricing Theory ◽  
Uncertain Time ◽  
Dynamic Asset Pricing
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