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Volumn 12, Issue 4, 1999, Pages 807-834

Empty promises and arbitrage

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EID: 0033457060     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/12.4.807     Document Type: Article
Times cited : (9)

References (21)
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    • Back, K.1
  • 2
    • 0002675919 scopus 로고
    • On the fundamental theorem of asset pricing with an infinite state space
    • Back, K., and S. Pliska, 1991, "On the Fundamental Theorem of Asset Pricing with an Infinite State Space," Journal of Mathematical Economics, 20, 1-18.
    • (1991) Journal of Mathematical Economics , vol.20 , pp. 1-18
    • Back, K.1    Pliska, S.2
  • 4
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    • The valuation problem in arbitrage price theory
    • Clark, S., 1993, "The Valuation Problem in Arbitrage Price Theory," Journal of Mathematical Economics, 22, 463-478.
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  • 6
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    • Nonnegative wealth, absence of arbitrage, and feasible consumption plans
    • Dybvig, P., and C. Huang, 1989, "Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans," Review of Financial Studies, 1, 377-401.
    • (1989) Review of Financial Studies , vol.1 , pp. 377-401
    • Dybvig, P.1    Huang, C.2
  • 9
    • 0011677308 scopus 로고
    • Arbitrage
    • J. Eatwell, et al. (eds.) MacMillan Press, New York
    • Dybvig, P., and S. Ross, 1987, "Arbitrage," in J. Eatwell, et al. (eds.), The New Palgrave: Finance, MacMillan Press, New York.
    • (1987) The New Palgrave: Finance
    • Dybvig, P.1    Ross, S.2
  • 10
    • 0000799347 scopus 로고
    • Viable prices in financial markets with solvency constraints
    • Hindy, A., 1995, "Viable Prices in Financial Markets with Solvency Constraints," Journal of Mathematical Economics, 24, 105-135.
    • (1995) Journal of Mathematical Economics , vol.24 , pp. 105-135
    • Hindy, A.1
  • 11
    • 84986841414 scopus 로고
    • Martingales and arbitrage in securities markets with transactions costs
    • Jouini, E., and H. Kallal, 1995, "Martingales and Arbitrage in Securities Markets with Transactions Costs," Journal of Economic Theory, 5, 197-232.
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    • Jouini, E.1    Kallal, H.2
  • 14
    • 0003105093 scopus 로고
    • Arbitrage and equilibrium in economies with infinitely many commodities
    • Kreps, D., 1981, "Arbitrage and Equilibrium in Economies with Infinitely Many Commodities," Journal of Mathematical Economics, 8, 15-35.
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    • Kreps, D.1
  • 16
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    • Optimum consumption and portfolio rules in a continuous-time model
    • Merton, R., 1971, "Optimum Consumption and Portfolio Rules in a Continuous-Time Model," Journal of Economic Theory, 3, 373-413.
    • (1971) Journal of Economic Theory , vol.3 , pp. 373-413
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  • 19
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    • Princeton University Press, Princeton, NJ
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  • 20
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    • Ross, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.