Arthur Beddock

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

Hong Kong

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

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Two Skewed Risks

Number of pages: 45 Posted: 31 Mar 2020 Last Revised: 01 Sep 2022
Arthur Beddock and Paul Karehnke
City University of Hong Kong (CityU) - Department of Economics and Finance and ESCP Business School
Downloads 168 (271,992)

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

2.

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 35 (669,796)
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Heterogeneous beliefs, Heterogeneous time preference rates, Continuum of agents, Asset pricing, Market elimination, Surviving agent

3.

Heterogeneous Beliefs, Bonds, and Interest Rates

Number of pages: 33
Arthur Beddock and Elyes Jouini
City University of Hong Kong (CityU) - Department of Economics and Finance and Univ. Paris Dauphine - CEREMADE
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Heterogeneous beliefs, asset pricing, yield curve, production economy