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Limits to arbitrage when market participation is restricted
Hens, Thorsten; Herings, Peter Jean-Jacques; … - In: Journal of mathematical economics 42 (2006) 4/5, pp. 556-564
Persistent link: https://www.econbiz.de/10003376540
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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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Limits to arbitrage when market participation is restricted
Hens, Thorsten; Herings, Peter Jean-Jacques; … - 2003
Persistent link: https://www.econbiz.de/10002182852
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Limits to arbitrage when market participation is restricted
Hens, Thorsten; Herings, Peter Jean-Jacques; … - 2003
Persistent link: https://www.econbiz.de/10002015721
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Market Frictions, Arbitrage, and the Capitalization of Amenities
Ouazad, Amine - 2019
The price-amenity arbitrage is a cornerstone of spatial economics, as the response of land and house prices to shifts … amenities. With informational, time, and cash constraints, households' ability to arbitrage across locations with different …
Persistent link: https://www.econbiz.de/10012889494
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Arbitrage with financial constraints and market power
Fardeau, Vincent - 2022
Persistent link: https://www.econbiz.de/10013256022
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Market Frictions, Arbitrage, and the Capitalization of Amenities
Ouazad, Amine - 2019
The price-amenity arbitrage is a cornerstone of spatial economics, as the response of land and house prices to shifts … amenities. With informational, time, and cash constraints, households' ability to arbitrage across locations with different …
Persistent link: https://www.econbiz.de/10012479652
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Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
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Arbitrage with financial constraints and market power
Fardeau, Vincent - In: Journal of economic theory : JET 217 (2024), pp. 1-32
Persistent link: https://www.econbiz.de/10015067261
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Optimal Risk Budgeting under a Finite Investment Horizon
Lopez de Prado, Marcos - 2019
Growth Optimal Portfolio (GOP) theory determines the path of bet sizes that maximize long-term wealth. This multi …
Persistent link: https://www.econbiz.de/10012905108