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Financial innovations and arbitrage pricing in economies with frictions : revisited
Charupat, Narat - In: Journal of economic theory 74 (1997) 2, pp. 435-447
Persistent link: https://www.econbiz.de/10001219702
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On the different notions of arbitrage and existence of equilibrium
Dana, Rose-Anne; Cuong Le Van; Magnien, François - In: Journal of economic theory 87 (1999) 1, pp. 169-193
Persistent link: https://www.econbiz.de/10001403526
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Factor analysis and arbitrage pricing in large asset economies
Najjar, Nabil I. al- - In: Journal of economic theory 78 (1998) 2, pp. 231-262
Persistent link: https://www.econbiz.de/10001235172
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Arbitrage and the flattening effect of large numbers
Makowski, Louis - In: Journal of economic theory 78 (1998) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10001235753
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Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, M. Ali; Sun, Yeneng - In: Journal of economic theory 110 (2003) 2, pp. 337-373
Persistent link: https://www.econbiz.de/10001770493
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Interpreting the factor risk premia in the arbitrage pricing theory
Admati, Anat R.; Pfleiderer, Paul - In: Journal of economic theory 35 (1985) 1, pp. 191-195
Persistent link: https://www.econbiz.de/10001806178
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Asymptotic arbitrage and the APT with or without measure-theoretic structures
Khan, M. Ali; Sun, Yeneng - In: Journal of economic theory 101 (2001) 1, pp. 222-251
Persistent link: https://www.econbiz.de/10001638703
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Incomplete markets, allocative efficiency, and the information revealed by prices
Citanna, Alessandro; Villanacci, Antonio - In: Journal of economic theory 90 (2000) 2, pp. 222-253
Persistent link: https://www.econbiz.de/10001461787
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Extrinsic uncertainty and the informational role of prices
Pietra, Tito - In: Journal of economic theory 77 (1997) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10001231578
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Credit market imperfections and the separation of ownership from control
Acemoglu, Daron - In: Journal of economic theory 78 (1998) 2, pp. 355-381
Persistent link: https://www.econbiz.de/10001235166