Selection in incomplete markets and the CAPM portfolio rule
Year of publication: |
2020
|
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Authors: | Bottazzi, Giulio ; Giachini, Daniele |
Publisher: |
Pisa : Scuola Superiore Sant'Anna, Laboratory of Economics and Management (LEM) |
Subject: | Selection | Evolution | Capital Asset Pricing Model | Incomplete Markets |
Series: | LEM Working Paper Series ; 2020/29 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1738392961 [GVK] hdl:10419/243487 [Handle] RePEc:ssa:lemwps:2020/29 [RePEc] |
Classification: | C60 - Mathematical Methods and Programming. General ; D53 - Financial Markets ; g02 ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Selection in incomplete markets and the CAPM portfolio rule
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