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Portfolio selection with randomly time-varying first and second moments : the role of the instantaneous capital market line
Nielsen, Lars Tyge; Vassalou, Maria - 1998 - (Rev. version of 97/46/FIN)
Persistent link: https://www.econbiz.de/10000989380
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Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments
Nielsen, Lars Tyge - 1997
Persistent link: https://www.econbiz.de/10013422360