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Optimal portfolio policies with borrowing and shortsale constraints

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Author Info
Tepla, Lucie
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File URL: http://www.sciencedirect.com/science/article/B6V85-412RWNR-6/2/3f28f115e0357e7a395d2bc1206acf45
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 24 (2000)
Issue (Month): 11-12 (October)
Pages: 1623-1639
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Handle: RePEc:eee:dyncon:v:24:y:2000:i:11-12:p:1623-1639

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  1. John Y. Campbell & Luis M. Viceira, 2001. "Who Should Buy Long-Term Bonds?," American Economic Review, American Economic Association, vol. 91(1), pages 99-127, March. [Downloadable!] (restricted)
    Other versions:
  2. Pavlova, Anna & Rigobon, Roberto, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers 6647, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  3. Anna Pavlova & Roberto Rigobon, 2005. "Wealth Transfers, Contagion, and Portfolio Constraints," NBER Working Papers 11440, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2006. "Optimal Decentralized Investment Management," NBER Working Papers 12144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Alet Roux, 2007. "The fundamental theorem of asset pricing under proportional transaction costs," Quantitative Finance Papers 0710.2758, arXiv.org. [Downloadable!]
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