Arthur Beddock

City University of Hong Kong (CityU) - Department of Economics and Finance

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

380

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Two Skewed Risks

Number of pages: 46 Posted: 31 Mar 2020 Last Revised: 23 Aug 2023
Arthur Beddock and Paul Karehnke
City University of Hong Kong (CityU) - Department of Economics and Finance and ESCP Business School
Downloads 217 (265,791)

Abstract:

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Skewness, Portfolio Choice, Asset Pricing, Conditional Value-at-Risk, Conditional Expected Shortfall

2.

Heterogeneous Beliefs, Bonds, and Interest Rates

Université Paris-Dauphine Research Paper No. 4392630, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 47 Posted: 27 Mar 2023 Last Revised: 06 Feb 2024
Arthur Beddock and Elyes Jouini
City University of Hong Kong (CityU) - Department of Economics and Finance and Univ. Paris Dauphine - CEREMADE
Downloads 110 (467,251)

Abstract:

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Asset pricing, fixed income, heterogeneous beliefs, production economy

3.

Live Fast, Die Young: Equilibrium and Survival in Large Economies

Economic Theory, Forthcoming, Université Paris-Dauphine Research Paper No. 3603872
Number of pages: 47 Posted: 11 Jun 2020
Arthur Beddock and Elyes Jouini
City University of Hong Kong (CityU) - Department of Economics and Finance and Univ. Paris Dauphine - CEREMADE
Downloads 53 (709,928)
Citation 4

Abstract:

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Heterogeneous beliefs, Heterogeneous time preference rates, Continuum of agents, Asset pricing, Market elimination, Surviving agent