Behavioral arbitrage with collateral and uncertain deliveries
José Fajardo
| Year of publication: |
2010
|
|---|---|
| Authors: | Barbachan, José Santiago Fajardo |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 2, p. 241-254
|
| Subject: | behavioural arbitrage opportunities | fundamental theorem of asset pricing | CAPM | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003941217