MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES
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Publication:5464336
DOI10.1111/j.0960-1627.2005.00211.xzbMath1101.91029MaRDI QIDQ5464336
Publication date: 17 August 2005
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00211.x
91B08: Individual preferences
91B54: Special types of economic markets (including Cournot, Bertrand)
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