Title of article
Dynamic asset pricing with non-redundant forwards
Author/Authors
Abraham Lioui، نويسنده , , Patrice Poncet، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
18
From page
1163
To page
1180
Keywords
Incomplete market , Market portfolio , Mean-variance e4ciency , Separation Theorem , Non-redundant forwards , Trading strategy risk
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238391
Link To Document