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Good deals in markets with friction - MaRDI portal

Good deals in markets with friction (Q5397420)

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scientific article; zbMATH DE number 6260374
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English
Good deals in markets with friction
scientific article; zbMATH DE number 6260374

    Statements

    Good deals in markets with friction (English)
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    20 February 2014
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    risk measure
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    perfect and imperfect market
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    stochastic discount factor
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    portfolio choice model
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    good deal
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