Limits of arbitrage and primary risk-taking in derivative securities
Meng Tian, Liuren Wu
| Year of publication: |
2023
|
|---|---|
| Authors: | Tian, Meng ; Wu, Liuren |
| Published in: |
Review of asset pricing studies : RAPS. - Oxford : Oxford Univ. Press, ISSN 2045-9939, ZDB-ID 2600932-8. - Vol. 13.2023, 3, p. 405-439
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| Subject: | Derivat | Derivative | Arbitrage | Theorie | Theory | Risiko | Risk | Arbitrage Pricing | Arbitrage pricing | Risikopräferenz | Risk attitude | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rapstu/raad003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014331536