Financial innovations and arbitrage pricing in economies with frictions: Revisited

DOI10.1006/JETH.1996.2256zbMATH Open0889.90025OpenAlexW2072135305MaRDI QIDQ1367902FDOQ1367902

Authors: Narat Charupat, Eliezer Z. Prisman 

Publication date: 4 June 1998

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jeth.1996.2256

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zbMATH Keywords

arbitrage pricing

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Financial market innovation and security design: An introduction
• Financial innovation and arbitrage pricing in frictional economies

Cited In (2)

• Financial innovation and arbitrage pricing in frictional economies
• Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization

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