Pages that link to "Item:Q3126234"
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The following pages link to ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234):
Displaying 11 items.
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
- Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk (Q5410802) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)
- Exploiting arbitrage requires short selling (Q6078117) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Capital Growth and Survival Strategies in a Market with Endogenous Prices (Q6169624) (← links)
- Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients (Q6562462) (← links)
- Asset pricing and hedging in financial markets with fixed and proportional transaction costs (Q6585796) (← links)
