GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS
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Publication:4233497
DOI10.1017/S1365100597003039zbMath0918.90008MaRDI QIDQ4233497
Publication date: 16 March 1999
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1365100597003039
asset pricing; equity premium; nonparametric bounds; risk-free rate puzzle; absence of arbitrage; growth-optimal portfolio; frictionless markets
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