Dynamic asset pricing with non-redundant forwards (Q951352)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset pricing with non-redundant forwards |
scientific article |
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Dynamic asset pricing with non-redundant forwards (English)
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24 October 2008
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incomplete market
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market portfolio
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mean-variance efficiency
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non-redundant forwards
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separation theorem
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trading strategy risk
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