Arthur Beddock

Frankfurt School of Finance & Management

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

http://https://sites.google.com/view/arthurbeddock

SCHOLARLY PAPERS

2

DOWNLOADS

160

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Two Skewed Risks

Number of pages: 58 Posted: 31 Mar 2020 Last Revised: 23 Jun 2021
Arthur Beddock and Paul Karehnke
Frankfurt School of Finance & Management and ESCP Business School
Downloads 135 (274,468)

Abstract:

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

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
Frankfurt School of Finance & Management and Univ. Paris Dauphine - CEREMADE
Downloads 25 (624,312)
Citation 1

Abstract:

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