Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second movements /
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Author / Creator: | Nielsen, L. T. (Lars Tyge) |
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Imprint: | Fontainebleau, France : INSEAD, [1997] |
Description: | 31 p. ; 28 cm. |
Language: | English |
Series: | Working papers ; 97/46/FIN INSEAD working paper ; 97/46. |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/2781025 |
Item Description: | "First version: November 1996. This version: April 1997." |
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Physical Description: | 31 p. ; 28 cm. |
Bibliography: | Includes bibliographical references (p. 30-31). |