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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Arnold, Lutz"
~subject:"Equilibrium model"
~type_genre:"Aufsatz in Zeitschrift"
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Arnold, Lutz
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Review of finance : journal of the European Finance Association
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The economics of investment in the presence of risk and market frictions : two applications
Trepl, Stefanie
-
2011
Persistent link: https://www.econbiz.de/10009564628
Saved in:
2
Single-name credit risk, portfolio risk and credit rationing
Arnold, Lutz
;
Reeder, Johannes
;
Trepl, Stefanie
- In:
Economica
81
(
2014
)
322
,
pp. 311-328
Persistent link: https://www.econbiz.de/10010473535
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3
Anything is possible: on the existence and uniqueness of equilibria in the Shleifer-Vishny model of limits of arbitrage
Arnold, Lutz
- In:
Review of finance : journal of the European Finance …
13
(
2009
)
3
,
pp. 521-553
Persistent link: https://www.econbiz.de/10003876879
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