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) |
|---|---|
| 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 |
MARC
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| 008 | 971014s1997 fr b 000 0 eng d | ||
| 035 | |a (OCoLC)37780950 | ||
| 040 | |a HBS |c HBS |d OCoLC | ||
| 049 | |a CGUA | ||
| 100 | 1 | |a Nielsen, L. T. |q (Lars Tyge) |0 http://id.loc.gov/authorities/names/no97062940 |1 http://viaf.org/viaf/74012299 | |
| 245 | 1 | 0 | |a Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second movements / |c Lars Tyge Nielsen, Maria Vassalou. |
| 260 | |a Fontainebleau, France : |b INSEAD, |c [1997] | ||
| 300 | |a 31 p. ; |c 28 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
| 338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
| 490 | 1 | |a Working papers ; 97/46/FIN | |
| 500 | |a "First version: November 1996. This version: April 1997." | ||
| 504 | |a Includes bibliographical references (p. 30-31). | ||
| 650 | 0 | |a Capital assets pricing model. |0 http://id.loc.gov/authorities/subjects/sh85019932 | |
| 650 | 0 | |a Portfolio management |x Econometric models. | |
| 650 | 7 | |a Capital assets pricing model. |2 fast |0 http://id.worldcat.org/fast/fst00846288 | |
| 650 | 7 | |a Portfolio management |x Econometric models. |2 fast |0 http://id.worldcat.org/fast/fst01072078 | |
| 700 | 1 | |a Vassalou, Maria. |0 http://id.loc.gov/authorities/names/nr2001050792 |1 http://viaf.org/viaf/26995811 | |
| 710 | 2 | |a Insead. |0 http://id.loc.gov/authorities/names/n80138177 |1 http://viaf.org/viaf/139135758 | |
| 830 | 0 | |a INSEAD working paper ; |v 97/46. | |
| 903 | |a HeVa | ||
| 929 | |a cat | ||
| 999 | f | f | |i 3f7a0ed2-2d48-57f0-b368-1796f4ba229c |s 2a78f928-e08c-5e6b-97ad-51673d3420fb |
| 928 | |t Library of Congress classification |a HG4637.N54 1997 |l JRL |c JRL-Gen |i 3249675 | ||
| 927 | |t Library of Congress classification |a HG4637.N54 1997 |l JRL |c JRL-Gen |b 47013449 |i 5029742 | ||