The arbitrage pricing theorem with incomplete preferences

Mathematical social sciences

Volumn 54, Issue 1, 2007, Pages 90-105

  Kelsey, David ^a   Yalcin, Erkan ^b  

^a UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

^b YEDITEPE UNIVERSITY   (Turkey)

Author keywords

Ambiguity; Arbitrage pricing theorem; Existence; Incomplete preferences; Knightian uncertainty

Indexed keywords

EID: 34250172735     PISSN: 01654896     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mathsocsci.2007.04.001     Document Type: Article

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