Informational Efficiency under Short Sale Constraints
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Date
2014-01-08
Publication Type
Working Paper
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no
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published
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Pages / Article No.
1401.1851
Publisher
Cornell University
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Subject
Informational efficiency; Short sales; No arbitrage; No dominance; Equilibrium; Representative agents; Martingales measures; Local martingales; Supermartingales; Local martingale deflators
Organisational unit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)