Asset pricing in an imperfect world
Year of publication: |
October 2017
|
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Authors: | Cassese, Gianluca |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 64.2017, 3, p. 539-570
|
Subject: | Arbitrage | Bid/ask spreads | Bubbles | Coherence | Fundamental theorem of asset pricing | Risk-neutral probability | Transaction costs | Theorie | Theory | Transaktionskosten | Spekulationsblase | CAPM | Unvollkommener Markt | Incomplete market | Börsenkurs | Share price | Martingal | Martingale |
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