Dynamic asset pricing with non-redundant forwards
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Publication:951352
DOI10.1016/S0165-1889(02)00020-9zbMath1178.91065OpenAlexW2012811662MaRDI QIDQ951352
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(02)00020-9
incomplete marketseparation theoremmarket portfoliomean-variance efficiencynon-redundant forwardstrading strategy risk
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