Informational Efficiency under Short Sale Constraints (Q3195107)

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Informational Efficiency under Short Sale Constraints
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    Informational Efficiency under Short Sale Constraints (English)
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    21 October 2015
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    informational efficiency
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    short sales
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    no arbitrage
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    no dominance
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    equilibrium
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    representative agents
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    martingales measures
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    local martingales
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    supermartingales
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    local martingale deflators
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