Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies
Year of publication: |
2000
|
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Authors: | Zou, Liang |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Portfolio-Management | Rentabilität | Risiko | Theorie | Perception of reward and risk | Reward-risk utility | Inherent efficiency | Quasi-complete market | Dichotomous pricing model | Approximate arbitrage | Up-market and Down-market potentials |
Series: | Tinbergen Institute Discussion Paper ; 00-108/2 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 832926884 [GVK] hdl:10419/85594 [Handle] RePEc:dgr:uvatin:20000108 [RePEc] |
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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