On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets
Year of publication: |
1998
|
---|---|
Authors: | Keppo, Jussi |
Publisher: |
Otaniemi |
Subject: | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Marktmechanismus | Market mechanism | Theorie | Theory |
Published items: |
4 hits in ECONIS - Online Catalogue of the ZBW
|
-
Arbitrage and equilibrium with portfolio constraints
Cornet, Bernard, (2009)
-
Arbitrage and equilibrium with portfolio contraints
Cornet, Bernard, (2010)
-
Survival, arbitrage, and equilibrium with financial derivatives in constrained asset markets
Hahn, Guangsug, (2012)
- More ...
-
Liquidity and Market Efficiency – Alive and well?
Fisher, Peter, (2015)
-
Bankers' compensation: Sprint swimming in short bonus pools?
Jokivuolle, Esa, (2014)
-
Bonus caps, deferrals and bankers' risk-taking
Jokivuolle, Esa, (2015)
- More ...