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A generalization of the mutual fund theorem
Kulldorff, Martin
;
Khanna, Ajay
- In:
Finance and Stochastics
3
(
1999
)
2
,
pp. 167-185
A generalization of the
continuous
time
mutual fund theorem is given, with no assumptions made on the investors utility …
Persistent link: https://www.econbiz.de/10005390666
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