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Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model - MaRDI portal

Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model (Q2709158)

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scientific article
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Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model
scientific article

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    Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model (English)
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    5 March 2002
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    consumption-based capital asset pricing model
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    Pareto optimal consumption allocation
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    dynamically effectively complete market
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