Financial relationships and the limits to arbitrage

DOI10.1093/ROF/RFU051zbMATH Open1417.91570OpenAlexW3122517109MaRDI QIDQ4554752FDOQ4554752

Authors Jiro E. Kondo, Dimitris Papanikolaou

Publication date 9 November 2018

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/9cc33fa2665cde31a880213203c4e7048399688e

zbMATH Keywords

subgame perfect equilibriumlimited arbitragefinancial relationships

Mathematics Subject Classification ID

Games in extensive form (91A18) Actuarial science and mathematical finance (91G99)

Recommendations

• Financially constrained arbitrage in illiquid markets
• Limits to arbitrage when market participation is restricted
• Endogenous market integration, manipulation and limits to arbitrage
• A general equilibrium analysis of strategic arbitrage
• Arbitrage, Short Sales, and Financial Innovation

Cited in

(4)

• Limits to arbitrage when market participation is restricted
• Arbitrage with financial constraints and market power
• Financially constrained arbitrage in illiquid markets
• scientific article; zbMATH DE number 5066537 (Why is no real title available?)

This page was built for publication: Financial relationships and the limits to arbitrage

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4554752)