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What kind of new asset will push up the CML?

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Publication:977162
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DOI10.1016/J.INSMATHECO.2004.03.007zbMath1188.91093OpenAlexW2016643538MaRDI QIDQ977162

Bo Zhang

Publication date: 20 June 2010

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.03.007


zbMATH Keywords

CAPMCMLInsurance riskNo-arbitrageSecuritization


Mathematics Subject Classification ID


Related Items (1)

Financial Giffen goods: Examples and counterexamples




Cites Work

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