Fardeau, Vincent Arbitrage with financial constraints and market power. (English) Zbl 1539.91120 J. Econ. Theory 217, Article ID 105825, 32 p. (2024). MSC: 91G15 × Cite Format Result Cite Review PDF Full Text: DOI
Sadzik, Tomasz; Woolnough, Chris Rational destabilization in a frictionless market. (English) Zbl 1458.91207 J. Econ. Theory 192, Article ID 105169, 28 p. (2021). MSC: 91G15 × Cite Format Result Cite Review PDF Full Text: DOI
Moreira, Alan Capital immobility and the reach for yield. (English) Zbl 1422.91663 J. Econ. Theory 183, 907-951 (2019). MSC: 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Cabrales, Antonio; Gossner, Olivier; Serrano, Roberto A normalized value for information purchases. (English) Zbl 1400.91292 J. Econ. Theory 170, 266-288 (2017). MSC: 91B44 91B69 × Cite Format Result Cite Review PDF Full Text: DOI Link
DeMarzo, Peter M.; Kremer, Ilan; Mansour, Yishay Robust option pricing: Hannan and Blackwell meet Black and Scholes. (English) Zbl 1369.91177 J. Econ. Theory 163, 410-434 (2016). MSC: 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Cerreia-Vioglio, S.; Maccheroni, F.; Marinacci, M. Put-call parity and market frictions. (English) Zbl 1330.91193 J. Econ. Theory 157, 730-762 (2015). MSC: 91G99 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Loewenstein, Mark; Willard, Gregory A. Consumption and bubbles. (English) Zbl 1275.91067 J. Econ. Theory 148, No. 2, 563-600 (2013). MSC: 91B25 × Cite Format Result Cite Review PDF Full Text: DOI
Pandher, Gurupdesh Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration. (English) Zbl 1132.91581 J. Econ. Theory 137, No. 1, 432-459 (2007). MSC: 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Khan, M. Ali; Sun, Yeneng Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (English) Zbl 1074.91017 J. Econ. Theory 110, No. 2, 337-373 (2003). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Koutsougeras, Leonidas C. Non-Walrasian equilibria and the law of one price. (English) Zbl 1031.91038 J. Econ. Theory 108, No. 1, 169-175 (2003). MSC: 91B26 91A40 91A10 × Cite Format Result Cite Review PDF Full Text: DOI
Khan, M. Ali; Sun, Yeneng Asymptotic arbitrage and the APT with or without measure-theoretic structures. (English) Zbl 1050.91030 J. Econ. Theory 101, No. 1, 222-251 (2001). Reviewer: Oleksandr Kukush (Kyïv) MSC: 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Aliprantis, Charalambos D.; Tourky, Rabee; Yannelis, Nicholas C. A theory of value with nonlinear prices. Equilibrium analysis beyond vector lattices. (English) Zbl 1065.91525 J. Econ. Theory 100, No. 1, 22-72 (2001). MSC: 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Loewenstein, Mark; Willard, Gregory A. Rational equilibrium asset-pricing bubbles in continuous trading models. (English) Zbl 0954.91021 J. Econ. Theory 91, No. 1, 17-58 (2000). Reviewer: V.Gorbunov (Ul’yanovsk) MSC: 91B24 91B26 × Cite Format Result Cite Review PDF Full Text: DOI Link
Dana, Rose-Anne; Le Van, Cuong; Magnien, François On the different notions of arbitrage and existence of equilibrium. (English) Zbl 0941.91053 J. Econ. Theory 87, No. 1, 169-193 (1999). MSC: 91B52 × Cite Format Result Cite Review PDF Full Text: DOI Link
Al-Najjar, Nabil I. Factor analysis and arbitrage pricing in large asset economies. (English) Zbl 0895.90029 J. Econ. Theory 78, No. 2, 231-262 (1998). MSC: 91B24 91B38 × Cite Format Result Cite Review PDF Full Text: DOI Link
Charupat, Narat; Prisman, Eliezer Z. Financial innovations and arbitrage pricing in economies with frictions: Revisited. (English) Zbl 0889.90025 J. Econ. Theory 74, No. 2, 435-447 (1997). MSC: 91B24 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Werner, Jan Diversification and equilibrium in securities markets. (English) Zbl 0888.90022 J. Econ. Theory 75, No. 1, 89-103 (1997). MSC: 91B28 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Jouini, Elyès; Kallal, Hédi Martingales and arbitage in securities markets with transaction costs. (English) Zbl 0830.90020 J. Econ. Theory 66, No. 1, 178-197 (1995). MSC: 91G80 60G44 91B24 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Kelsey, David; Milne, Frank The arbitrage pricing theorem with non-expected utility preferences. (English) Zbl 0829.90008 J. Econ. Theory 65, No. 2, 557-574 (1995). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI Link
Page, Frank H. jun. On equilibrium in Hart’s securities exchange model. (English) Zbl 0618.90019 J. Econ. Theory 41, 392-404 (1987). MSC: 91B50 × Cite Format Result Cite Review PDF Full Text: DOI
Admati, Anat R.; Pfleiderer, Paul Interpreting the factor risk premia in the arbitrage pricing theory. (English) Zbl 0555.90016 J. Econ. Theory 35, 191-195 (1985). MSC: 91B24 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Connor, Gregory A unified beta pricing theory. (English) Zbl 0545.90009 J. Econ. Theory 34, 13-31 (1984). Reviewer: P.J.Deschamps MSC: 91B50 91B28 91B24 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mirman, Leonard J.; Reisman, Haim Price taking behavior and trading in options. (English) Zbl 0532.90011 J. Econ. Theory 32, 377-383 (1984). MSC: 91B24 × Cite Format Result Cite Review PDF Full Text: DOI Link
Huberman, Gur A simple approach to arbitrage pricing theory. (English) Zbl 0519.90017 J. Econ. Theory 28, 183-191 (1982). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Harrison, J. Michael; Kreps, David M. Martingales and arbitrage in multiperiod securities markets. (English) Zbl 0431.90019 J. Econ. Theory 20, 381-408 (1979). MSC: 91G20 91B26 60B05 × Cite Format Result Cite Review PDF Full Text: DOI