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Arbitrage in general equilibrium
Varela, Oscar - In: Modern economy 3 (2012) 4, pp. 396-401
Persistent link: https://www.econbiz.de/10009705372
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A note on the existence of the power investor's optimizer
Larsen, Kasper - In: Finance and stochastics 15 (2011) 1, pp. 183-190
Persistent link: https://www.econbiz.de/10008824128
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Risk-Averse Dynamic Arbitrage in Illiquid Markets
Moazeni, Somayeh - 2017
Arguments on the existence of dynamic arbitrage and price manipulation strategies are often invoked to guide modeling price impacts of large trades. We revisit the concept of dynamic arbitrage in illiquid markets in the presence of time-varying stochastic price impact functions and a broad class...
Persistent link: https://www.econbiz.de/10012969164
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Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market
Xu, Ke; Chen, Yu-Lun; Yang, J. Jimmy - In: International review of financial analysis 90 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014470359
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Risk in dynamic arbitrage: price effects of convergence trading
Kondor, Péter (contributor) - 2006
Persistent link: https://www.econbiz.de/10003352906
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No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions : equivalent conditions
Nguyen, Manh-hung (contributor); Thai, Ha-huy (contributor) - 2008
Persistent link: https://www.econbiz.de/10003796040
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No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities
Thai, Ha-huy (contributor); Le Van, Cuong (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003796045
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No-arbitrage condition and existence of equilibrium with dividends
Le Van, Cuong; Ba Minh, Nguyen - In: Journal of mathematical economics 43 (2007) 2, pp. 135-152
Persistent link: https://www.econbiz.de/10003463109
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General equilibrium : arbitrage and information
Kuksin, Nikita (contributor) - 2007
Persistent link: https://www.econbiz.de/10003464414
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No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions : equivalent conditions
Nguyen, Manh-hung; Ha-huy, Thai - In: Journal of mathematical economics 46 (2010) 1, pp. 128-131
Persistent link: https://www.econbiz.de/10003948410