Continuous time production economies under incomplete information I : a separation theorem

Author(s)
Gennotte, Gerard
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Sloan School of Management.
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Description
"November 1984."
Date issued
1984]
URI
http://hdl.handle.net/1721.1/47131
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology
Other identifiers
continuoustimepr00genn
Series/Report no.
Working paper (Sloan School of Management) ; 1612-84.
Keywords
Capital assets pricing model., Arbitrage.
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