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GENERIC EXISTENCE AND ROBUST NONEXISTENCE OF NUMERAIRES IN FINITE DIMENSIONAL SECURITIES MARKETS.
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- Mathematical Finance, 2000, v. 10, n. 4, p. 429, doi. 10.1111/1467-9965.00102
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- Article
CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT-SALE CONSTRAINTS IN THE FINITE-DIMENSIONAL CASE: SOME REMARKS.
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- Mathematical Finance, 1994, v. 4, n. 1, p. 69, doi. 10.1111/j.1467-9965.1994.tb00051.x
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- Article
On horizon-consistent mean-variance portfolio allocation.
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- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 797, doi. 10.1007/s10479-022-04798-x
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- Article
Long-Run Risk and the Persistence of Consumption Shocks.
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- Review of Financial Studies, 2013, v. 26, n. 11, p. 2876, doi. 10.1093/rfs/hht038
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- Article
A persistence‐based Wold‐type decomposition for stationary time series.
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- Quantitative Economics, 2020, v. 11, n. 1, p. 203, doi. 10.3982/QE994
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- Article
Dynamic versus one-period completeness in event-tree security markets.
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- Economic Theory, 2007, v. 30, n. 1, p. 191, doi. 10.1007/s00199-005-0050-x
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- Article