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

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

"November 1984."

Bibliographic Details
Main Author:	Gennotte, Gerard
Other Authors:	Sloan School of Management.
Format:	Working Paper
Published:	Cambridge, Mass. : Massachusetts Institute of Technology 2009
Subjects:	Capital assets pricing model. Arbitrage.
Online Access:	http://hdl.handle.net/1721.1/47131

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