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An international dynamic asset pricing model
Hodrick, Robert J., (1999)
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove, (1996)
A dynamic general equilibrium model of the asset market and its application to the pricing of the capital structure of the firm
Merton, Robert C., (1990)
Arbitrage and investment opportunities
Jouini, Elyès, (1998)
Arbitrage pricing of derivatives with bounds on the underlying securities
Continuous time equilibrium pricing of nonredundant assets