No arbitrage in discrete time under portfolio constraints
Year of publication: |
2001
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Authors: | Carassus, Laurence ; Pham, Huyên ; Touzi, Nizar |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 11.2001, 3, p. 315-329
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Subject: | CAPM | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
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ARTICLES - No Arbitrage in Discrete Time under Portfolio Constraints
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No Arbitrage in Discrete Time Under Portfolio Constraints
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