An intertemporal capital asset pricing model under incomplete information and short sales
Year of publication: |
2019
|
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Authors: | Bellalah, Mondher ; Zhang, Detao |
Published in: |
Decision making and risk/return optimization in financial economics. - New York, NY, USA : Springer. - 2019, p. 143-159
|
Subject: | Inter-temporal capital asset pricing | Information uncertainty | Short sales | Theorie | Theory | CAPM | Unvollkommene Information | Incomplete information | Leerverkauf | Short selling |
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