Financial markets theory. Equilibrium, efficiency and information
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Publication:5917431
zbMath1012.91026MaRDI QIDQ5917431
Publication date: 20 January 2003
Published in: Springer Finance (Search for Journal in Brave)
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Related Items (8)
Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach ⋮ A pairs trading strategy based on linear state space models and the Kalman filter ⋮ Elementary proof that mean-variance implies quadratic utility ⋮ Simplified mean-variance portfolio optimisation ⋮ From concentration profiles to concentration maps. New tools for the study of loss distributions ⋮ Liquidity and market incompleteness ⋮ Market viability and martingale measures under partial information ⋮ Mean-variance and expected utility: the Borch paradox
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