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Asset pricing in an incomplete market with a locally risky discount factor

Year of publication:
1995
Authors: Acharya, Sankarshan ; Madan, Dilip B.
Institutions: Federal Reserve Board (Board of Governors of the Federal Reserve System)
Subject: Capital assets pricing model
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Series:
Finance and Economics Discussion Series.
Type of publication: Book / Working Paper
Notes:
Number 95-19
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005393882
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