Arbitrage concepts under trading restrictions in discrete-time financial markets
Claudio Fontana, Wolfgang J. Runggaldier
| Year of publication: |
2021
|
|---|---|
| Authors: | Fontana, Claudio ; Runggaldier, Wolfgang J. |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 92.2021, p. 66-80
|
| Subject: | Trading constraints | Market viability | Arbitrage of the first kind | Numéraire portfolio | Arbitrage | Theorie | Theory | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Arbitrage Pricing | Arbitrage pricing | Handelshemmnisse | Trade barriers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2020.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654141