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A pragmatically formulated choice-theoretic rubric which affirms the existence of a uniquely specified equilibrium growth path ("Yes, Frank Hahn was Right")

https://doi.org/10.2139/ssrn.4775486
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Dynamically Consistent Beliefs Must Be Bayesian
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From substantive to procedural rationality
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The Existence of Absolutely Continuous Local Martingale Measures (1995)
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A General Version of the Fundamental Theorem of Asset Pricing (1994)
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A general version of the fundamental theorem of asset pricing
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Asymmetric reaction is rational behavior
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Increasing risk: I. A definition
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The options approach to capital investment
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Option pricing when underlying stock returns are discontinuous
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A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
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Refining the General Equilibrium Relation That Subsists Between Stock Returns, and Each of Investors Risk Preferences and Information Sets
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Outside of a sole globally risk averse agent, all other agents in markets are risk seeking agents
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A parsimonious analytically specified general equilibrium structure that spans discount rates
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Political uncertainty and financial market uncertainty in an Australian context
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Stochastic dominance and behavior towards risk: The market for Internet stocks
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Economic policy uncertainty: A literature review
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Was there a Nasdaq bubble in the late 1990s?☆
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Maxing out: Stocks as lotteries and the cross-section of expected returns
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The common factor in idiosyncratic volatility: Quantitative asset pricing implications
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Have we solved the idiosyncratic volatility puzzle?
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Progressiveness of increase to utility from socioeconomic activities: ‘Barebones’ necessary conditions
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Should rational socioeconomic agents attempt to exert ‘control’ over the evolution of their preference or behavioral parameters?
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Chapter 20 Equilibrium under uncertainty
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THE AMBIGUITY AVERSION LITERATURE: A CRITICAL ASSESSMENT
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Choices, values, and frames.
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Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses
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Model Misspecification and Underdiversification
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Linear Beta Pricing with Inefficient Benchmarks in a Given Factor Structure
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Does Probability Weighting Drive Lottery Preferences?
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Equivalent martingale measures and no-arbitrage in stochastic securities market models
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The Expected-Utility Hypothesis and the Measurability of Utility
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Elements of a Theory of Stock-Option Value
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Risk, Return, and Equilibrium
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Risk, Return, and Equilibrium: Empirical Tests
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Understanding Risk and Return
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Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
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Resolving Macroeconomic Uncertainty in Stock and Bond Markets
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A Discrete Time Equivalent Martingale Measure
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Decreasing Relative Risk Aversion and Tests of Risk Sharing
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Measuring Economic Uncertainty and Its Effects
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Information Acquisition and Under-Diversification
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ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES
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A COMPARATIVE ANALYSIS OF HOUSEHOLD WEALTH PATTERNS IN FRANCE AND THE UNITED STATES
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INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION
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SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*
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The Pricing of Contingent Claims in Discrete Time Models
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Simple Rules for Optimal Portfolio Selection In Stable Paretian Markets
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Option Pricing Bounds in Discrete Time
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Anatomy of Initial Public Offerings of Common Stock
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Who Gambles in the Stock Market?
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MODELING OF STOCK RETURNS IN CONTINUOUS VIS-À-VIS DISCRETE TIME IS EQUIVALENT, RESPECTIVELY, TO THE CONDITIONING OF STOCK RETURNS ON A RANDOM WALK PROCESS FOR TRADE IMBALANCES VIS-À-VIS A RANDOM WALK PROCESS FOR EVOLUTION OF INFORMATION
inferredcites →https://doi.org/10.1146/annurev-financial-073009-104041openalex-snapshot
Martingale Pricing
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The Existence of Absolutely Continuous Local Martingale Measures
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Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment
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Random variables, distribution functions, and copulas---a personal look backward and forward
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Copulas, marginals, and joint distributions
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Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing
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Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
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Fluctuations in Uncertainty
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Anomalies: The Endowment Effect, Loss Aversion, and Status Quo Bias
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Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses
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An Expected Gain-Confidence Limit Criterion for Portfolio Selection
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Loss Aversion Under Prospect Theory: A Parameter-Free Measurement
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Portfolio Analysis in a Stable Paretian Market
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Prospect Theory: Much Ado About Nothing?
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On the mitigation of valuation uncertainty risk: the importance of a robust proxy for the “cumulative state of market incompleteness”
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Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
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Stocks as Lotteries: the Implications of Probability Weighting for Security Prices
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Resolving Macroeconomic Uncertainty in Stock and Bond Markets
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Equilibrium Dynamics with Heterogeneous Capital Goods
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The Allocation of Investment in a Dynamic Economy
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The Dual Theory of Choice under Risk
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Proper Risk Aversion
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Sequential Equilibria
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Risk Aversion in the Small and in the Large
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Relative Risk Aversion Revisited
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The Efficiency Analysis of Choices Involving Risk
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Efficient Portfolio Selection for Pareto-Levy Investments
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Relative Risk Aversion: Increasing or Decreasing?
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Skewness Preference and Portfolio Choice
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Multifactor Portfolio Efficiency and Multifactor Asset Pricing
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On the Theory of Risk Aversion
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A Note on the Pure Theory of Consumer's Behaviour
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Aspects of the Theory of Risk-Bearing.
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Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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Standard Risk Aversion
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Irrational Exuberance
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The Information Ratio
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Beyond Mean–Variance: Performance Measurement in a Nonsymmetrical World (corrected)
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Information Analysis
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Residual Risk
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On the Impossibility of Informationally Efficient Markets
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