Arbitrage opportunities in frictionless markets with sophisticated investors

DOI10.1007/S00199-006-0183-6MaRDI QIDQ2464016zbMATH OpenOpenAlexFDO

Authors Kirsten I. M. Rohde

Publication date 10 December 2007

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00199-006-0183-6

zbMATH Keywords

arbitrageequilibriumtime-inconsistent preferences

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)

Cites work

• Consumption-Savings Decisions with Quasi-Geometric Discounting
• Contract Design and Self-Control: Theory and Evidence
• Dynamic Choices of Hyperbolic Consumers
• Equilibrium welfare and government policy with quasi-geometric discounting
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Golden Eggs and Hyperbolic Discounting
• Incentives for Procrastinators
• Modeling internal commitment mechanisms and self-control: a neuroeconomics approach to consumption --- saving decisions
• Projection Bias in Predicting Future Utility
• Ramsey Meets Laibson in the Neoclassical Growth Model
• Temptation and Self-Control
• Time-inconsistent preferences in a general equilibrium model

Cited in

(1)

• Arbitrage and investment opportunities

This page was built for publication: Arbitrage opportunities in frictionless markets with sophisticated investors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2464016)