Incomplete information, time-varying investment opportunities, and liquidity premia

NUS Business School Research Paper Series; 2014-011

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Bibliographic Details
Main Authors: Chen, Yingshan, Dai, Min, Goncalves-Pinto, Luis
Other Authors: MATHEMATICS
Format: Working Paper/Technical Report
Published: 2018
Online Access:http://scholarbank.nus.edu.sg/handle/10635/140595
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Institution: National University of Singapore
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Summary:NUS Business School Research Paper Series; 2014-011