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 |
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