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Discussion Paper
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On Mean-Variance Analysis of a Bank's Behavior
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Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes
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Utility Indifference Pricing and the Aumann-Serrano Performance Index
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Was Adam Smith a Proponent of Absolute Advantage Theory? A formative history of an urban legend and lessons learned
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On Pareto Efficiency in Asset Markets
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The Impact of Non-cash Collateralization on the Over-the-counter Derivatives Markets