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The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM

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Author Info
Hillebrand, Marten
Wenzelburger, Jan

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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 42 (2006)
Issue (Month): 4-5 (August)
Pages: 565-593
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Handle: RePEc:eee:mateco:v:42:y:2006:i:4-5:p:565-593

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  1. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  2. Ulrich Horst & Jan Wenzelburger, 2008. "On non-ergodic asset prices," Economic Theory, Springer, vol. 34(2), pages 207-234, February. [Downloadable!] (restricted)
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This page was last updated on 2009-12-3.

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