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~subject:"CAPM"
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Continuous equilibrium in affine and information-based capital asset pricing models
Horst, Ulrich
;
Kupper, Michael
;
Macrina, Andrea
; …
- In:
Annals of Finance
9
(
2013
)
4
,
pp. 725-755
We consider a class of generalized capital asset pricing models in
continuous
time
with a finite number of agents and …
Persistent link: https://www.econbiz.de/10010866522
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