Behavioral arbitrage with collateral and uncertain deliveries
Year of publication: |
2010
|
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Authors: | Barbachan, José Santiago Fajardo |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 2, p. 241-254
|
Subject: | behavioural arbitrage opportunities | fundamental theorem of asset pricing | CAPM | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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