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This paper derives fundemental arbitrage pricing results in finite dimensions in a simple unified framework using Tucker's theorem of the alternative. Frictionless results plus those with dividends, periodic interest payments, transaction costs, different interest rates for lending and...
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Purpose – Consumer values increasingly favor sustainable development in products and services, thereby fostering the need to develop new operational and managerial practices that support sustainability in supply chain management. The purpose of this study is to identify relevant product...
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