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- W182083350 abstract "This is a review paper, concerning some extensions of the celebrated Merton’s mutual fund theorem in infinite-dimensional financial models, in particular, the so-called Large Financial Markets (where a sequence of assets is taken into account) and Bond Markets Models (where there is a continuum of assets).In order to obtain these results, an infinite-dimensional stochastic integration theory is essential: the paper illustrates briefly a new theory introduced to this extent by M. De Donno and the author." @default.
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- W182083350 date "2007-01-01" @default.
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- W182083350 title "Generalizations of Merton’s Mutual Fund Theorem in Infinite-Dimensional Financial Models" @default.
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- W182083350 doi "https://doi.org/10.1007/978-3-7643-8458-6_28" @default.
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