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Estimating Nonseparable Preference Specifications for Asset Market Participants

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  • Jacobs, Kris
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    Paper provided by Econometric Society in its series Econometric Society World Congress 2000 Contributed Papers with number 1472.

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    Date of creation: 01 Aug 2000
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    Handle: RePEc:ecm:wc2000:1472

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    30. Kris Jacobs, 1999. "Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?," Journal of Finance, American Finance Association, vol. 54(1), pages 123-163, 02.
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