On the Role of Arbitrageurs in Rational Markets
Year of publication: |
2004-12
|
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Authors: | Basak, Suleyman ; Croitoru, Benjamin |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | arbitrage | asset pricing | margin requirements | non-competitive markets | risk-sharing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 4768 |
Classification: | C60 - Mathematical Methods and Programming. General ; D50 - General Equilibrium and Disequilibrium. General ; D90 - Intertemporal Choice and Growth. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
-
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
Basak, Suleyman, (2009)
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On the Role of Arbitrageurs in Rational Markets
Croitoru, Benjamin, (2005)
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On the Role of Arbitrageurs in Rational Markets
Basak, Suleyman, (2005)
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International Good Market Segmentation and Financial Market Structure
Basak, Suleyman, (2003)
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International good market segmentation and financial innovation
Basak, Suleyman, (2007)
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Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices
Basak, Suleyman,
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