POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE (Q4906513): Difference between revisions

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+Correlation and the pricing of risks
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+Normal rank
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+Asset pricing for general processes
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+Normal rank
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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Risk-neutral compatibility with option prices
@@ Property / cites work: Risk-neutral compatibility with option prices / rank @@
+Normal rank
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+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
@@ Property / cites work: ASSET PRICE BUBBLES IN INCOMPLETE MARKETS / rank @@
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+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
+Normal rank
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+Analysis of continuous strict local martingales via \(h\)-transforms
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