Das Standardmodell unter Unsicherheit ist ökonomisch unsinnig
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References listed on IDEAS
- Back, Kerry & Pliska, Stanley R., 1991. "On the fundamental theorem of asset pricing with an infinite state space," Journal of Mathematical Economics, Elsevier, vol. 20(1), pages 1-18.
- Harrison, J. Michael & Kreps, David M., 1979. "Martingales and arbitrage in multiperiod securities markets," Journal of Economic Theory, Elsevier, vol. 20(3), pages 381-408, June.
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Keywordsarbitrage-free valuation; taxes; uncertainty;
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
- H24 - Public Economics - - Taxation, Subsidies, and Revenue - - - Personal Income and Other Nonbusiness Taxes and Subsidies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-03-10 (All new papers)
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