The aim of this paper is to built up a innite dimensional State Preference Model for portfolios living in Financial Markets characterized by a finite set of assets and on the contrary, with a continuous infinity of possible states of the world, specifically our state of the world space coincides with the m-dimensional real Euclidean space.
An S-Linear State Preference Model
CARFI', David
2006-01-01
Abstract
The aim of this paper is to built up a innite dimensional State Preference Model for portfolios living in Financial Markets characterized by a finite set of assets and on the contrary, with a continuous infinity of possible states of the world, specifically our state of the world space coincides with the m-dimensional real Euclidean space.File in questo prodotto:
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