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The Theory of Good-Deal Pricing in Financial Markets

By Aleš Μcerný and Stewart Hodges

Abstract

The term ‘no-good-deal pricing ’ in this paper encompasses pricing techniques based on the absence of attractive investment opportunities – good deals – in equilibrium. We borrowed the term from [8] who pioneered the calculation of price bands conditional on the absence of high Sharpe Ratios. Alternativ

Year: 2011
OAI identifier: oai:CiteSeerX.psu:10.1.1.196.5890
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