Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
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下载链接：
https://www.nber.org/papers/w5489
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资源简介：
It is often useful to price assets and other random payoffs by reference to other observed prices rather than construct full-fledged economic asset pricing models. This approach breaks down if one cannot find a perfect replicating portfolio. We impose weak economic restrictions to derive usefully
提供机构：
美国国家经济研究局
创建时间：
1996-03-01
