Cornet, Bernard; Gopalan, Ramu - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2009
back to Cass (1984, 2006) in the unconstrained case, we seek to isolate arbitrage-free asset prices that are aloso quasi … aggregate arbitrage-free asset prices, i.e., for which there is no arbitrage in the space of marketed portfolios. Our main …