مرکز منطقه ای اطلاع رساني علوم و فناوري - Dynamic asset pricing with non-redundant forwards

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 :

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 :