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isPartOf:"Finance and stochastics"
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"Economics letters"
~subject:"Arbitrage Pricing"
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Search: subject_exact:"CAPM-Kapitalmarktmodell"
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Finance and stochastics
Economic theory : official journal of the Society for the Advancement of Economic Theory
Economics letters
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8
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Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
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2
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1049-1077
Persistent link: https://www.econbiz.de/10012114690
Saved in:
3
Arbitrage pricing in non-Walrasian financial markets
Carvajal, Andrés
- In:
Economic theory : official journal of the Society for …
66
(
2018
)
4
,
pp. 951-978
Persistent link: https://www.econbiz.de/10012010925
Saved in:
4
Arbitrage-free pricing of multi-person game claims in discrete time
Guo, Ivan
;
Rutkowski, Marek
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 111-155
Persistent link: https://www.econbiz.de/10011944066
Saved in:
5
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
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6
No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.
;
Kardaras, Constantinos
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
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7
Competitive prices for a stochastic input-output model with infinite time horizon
Clark, Stephen A.
- In:
Economic theory : official journal of the Society for …
35
(
2008
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003633987
Saved in:
8
Collateral once again
Orrillo, Jaime
- In:
Economics letters
87
(
2005
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10002688672
Saved in:
9
Anomalous PDEs in Markov chains : domains of validity and numerical solutions
Norberg, Ragnar
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 519-537
Persistent link: https://www.econbiz.de/10003133253
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