Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments
By: [by] L. T. Nielsen and M. Vassalou.
Contributors: Vassalou, Maria.
Series: Working papers / INSEAD -- no.97/46/FIN; Working papers (INSEAD) -- 97/46/FIN.
Publisher: INSEAD
Published: 1997
Place of publication: Fontainebleau
Language: eng
Number of pages: 31