Dynamic portfolio choice and asset pricing with differential information
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- Wang, Jiang, 1959- & He, Hua., 1994.
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3731-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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- Albert S. Kyle, 1989. "Informed Speculation with Imperfect Competition," Review of Economic Studies, Oxford University Press, vol. 56(3), pages 317-355.
- Sargent, Thomas J., 1991. "Equilibrium with signal extraction from endogenous variables," Journal of Economic Dynamics and Control, Elsevier, vol. 15(2), pages 245-273, April.
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