Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments /

Main Author: Nielsen, L. T.
Corporate Author: Centre for Economic Policy Research (Great Britain)
Other Authors: Vassalou, Maria
Format: Book
Language:English
Published: London : Centre for Economic Policy Research, 1997.
Series:Discussion paper series / Centre for Economic Policy Research, no. 1652
Item Description:"May 1997".
Physical Description:42 p. ; 21 cm.
Bibliography:Includes bibliographical references.
ISSN:0265-8003 ;