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1
Financial Markets Theory: Equilibrium, Efficiency and Information (Instructor's Solution Manual) (Solutions)
Springer
Emilio Barucci
,
Claudio Fontana
portfolio
solution
optimal
risk
θt
x̃
σ2
expected
correspondence
asset
market
price
arbitrage
equilibrium
f12
prices
ω1
ω2
r̃w
suffices
implies
proposition
utility
computed
ρu
equation
r̃2
x1i
function
risky
variance
σ22
formula
optimality
x2i
consumption
equal
σ1
σ12
assets
demand
r̃1
r̃we
aggregate
compute
payoff
similarly
tangent
θ10
θ11
Year:
2017
Language:
english
File:
PDF, 208 KB
Your tags:
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english, 2017
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