Rational infinitely lived asset prices must be non-stationary
Year of publication: |
2002
|
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Authors: | Roll, Richard |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002, 6, p. 1093-1097
|
Subject: | CAPM | Theorie | Theory | Martingal | Martingale |
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