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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
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A Numerical Example of Derivatives Price with Non-cash Collateralization