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Revision as of 22:24, 22 February 2024

scientific article; zbMATH DE number 6260374
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English
Good deals in markets with friction
scientific article; zbMATH DE number 6260374

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    Good deals in markets with friction (English)
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    20 February 2014
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    risk measure
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    perfect and imperfect market
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    stochastic discount factor
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    portfolio choice model
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    good deal
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