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Asymptotic arbitrage and the APT with or without measure-theoretic structures
Khan, Ali; Sun, Yeneng - In: Journal of economic theory 101 (2001) 1, pp. 222-251
Persistent link: https://www.econbiz.de/10001638703
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Interpreting the factor risk premia in the arbitrage pricing theory
Admati, Anat R.; Pfleiderer, Paul - In: Journal of economic theory 35 (1985) 1, pp. 191-195
Persistent link: https://www.econbiz.de/10001806178
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Financial innovations and arbitrage pricing in economies with frictions : revisited
Charupat, Narat - In: Journal of economic theory 74 (1997) 2, pp. 435-447
Persistent link: https://www.econbiz.de/10001219702
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Factor analysis and arbitrage pricing in large asset economies
Najjar, Nabil I. al- - In: Journal of economic theory 78 (1998) 2, pp. 231-262
Persistent link: https://www.econbiz.de/10001235172
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Arbitrage and the flattening effect of large numbers
Makowski, Louis - In: Journal of economic theory 78 (1998) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10001235753
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On the different notions of arbitrage and existence of equilibrium
Dana, Rose-Anne; Le Van, Cuong; Magnien, François - In: Journal of economic theory 87 (1999) 1, pp. 169-193
Persistent link: https://www.econbiz.de/10001403526
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Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali; Sun, Yeneng - In: Journal of economic theory 110 (2003) 2, pp. 337-373
Persistent link: https://www.econbiz.de/10001770493
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Merger negotiations and ex-post regret
Gärtner, Dennis L.; Schmutzler, Armin - In: Journal of economic theory 144 (2009) 4, pp. 1636-1664
Persistent link: https://www.econbiz.de/10003876939
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When is multidimensional screening a convex program?
Figalli, Alessio; Kim, Young-heon; McCann, Robert J. - In: Journal of economic theory 146 (2011) 2, pp. 454-478
Persistent link: https://www.econbiz.de/10009242909
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Asset pricing in large information networks
Ozsoylev, Han N.; Walden, Johan - In: Journal of economic theory 146 (2011) 6, pp. 2252-2280
Persistent link: https://www.econbiz.de/10009412908