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zbMath0785.90021MaRDI QIDQ3978952

Jayasri Dutta, Herakles M. Polemarchakis

Publication date: 26 June 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

observability asset pricing incomplete markets non-arbitrage benchmark portfolio normalized Arrow price vector

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Incomplete markets, firms and the projection hypothesis

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