This paper derives fundamental arbitrage pricing results in finite dimensions in a simple unified framework using Tucker's theorem of the alternative. Frictionless results plus those with dividends, periodic interest payments, transaction costs, different interest rates for lending and...

Acknowledgments -- Beginning -- The early days in Adams and University of 4 Massachusetts in Amherst -- Reminiscences of the early days in Berkeley -- The start of a new department in Vancouver -- What is Japan doing right to get all that -- Money? : will they lose it? -- The bond-stock earnings...