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Put-Call Parity and market frictions
Cerreia-Vioglio, S.; Maccheroni, Fabio; Marinacci, Massimo - In: Journal of economic theory 157 (2015), pp. 730-762
Persistent link: https://www.econbiz.de/10011525337
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Martingales and arbitrage in securities markets with transaction costs
Jouini, Elyès - In: Journal of economic theory 66 (1995) 1, pp. 178-197
Persistent link: https://www.econbiz.de/10001184164
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Dynamic portfolio choice with frictions
Garleanu, Nicolae; Pedersen, Lasse Heje - In: Journal of economic theory 165 (2016), pp. 487-516
Persistent link: https://www.econbiz.de/10011650142
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Afriat in the lab
Bruggen, Paul van; Heufer, Jan - In: Journal of economic theory 169 (2017), pp. 546-550
Persistent link: https://www.econbiz.de/10011747980
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Behavioral aspects of arbitrageurs in timing games of bubbles and crashes
Matsushima, Hitoshi - In: Journal of economic theory 148 (2013) 2, pp. 858-870
Persistent link: https://www.econbiz.de/10009726419
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On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
Cheng, Susan T. - In: Journal of economic theory 53 (1991) 1, pp. 185-198
Persistent link: https://www.econbiz.de/10001101627
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Rational destabilization in a frictionless market
Sadzik, Tomasz; Woolnough, Chris - In: Journal of economic theory 192 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012805372
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Existence and uniqueness of steady-state equilibrium in a two-sector overlapping generations model
Li, Jinlu; Lin, Shuanglin - In: Journal of economic theory 141 (2008) 1, pp. 255-275
Persistent link: https://www.econbiz.de/10003738098
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Multiplicity in general financial equilibrium with portfolio contraints
Başak, Suleyman; Cass, David; Licari, Juan Manuel; … - In: Journal of economic theory 142 (2008) 1, pp. 100-127
Persistent link: https://www.econbiz.de/10003766371
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Balanced-budget rules and macroeconomic (in)stability
Guo, Jang-ting; Harrison, Sharon G. - In: Journal of economic theory 119 (2004) 2, pp. 357-363
Persistent link: https://www.econbiz.de/10002505890