Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies
Year of publication: |
2000-12-05
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Authors: | Zou, Liang |
Institutions: | Tinbergen Institute |
Subject: | Perception of reward and risk | Reward-risk utility | Inherent efficiency | Quasi-complete market | Dichotomous pricing model | Approximate arbitrage | Up-market and Down-market potentials |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 00-108/2 |
Classification: | D46 - Value Theory ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies
Zou, Liang, (2000)
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Inherent efficiency, security markets, and the pricing of investment strategies
Zou, Liang, (2000)
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Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies
Zou, Liang, (2000)
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Auctions under Payoff Uncertainty: The Case with Heterogeneous Bidder-Aversion to Downside Risk
Hu, Audrey, (2008)
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Adding Risks: Some General Results about Time Diversification
Lam, Kin, (2000)
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Inherent Reward and Risk (Part I): Towards a Universal Paradigm for Investment Analysis
Zou, Liang, (2000)
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