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

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

zbMATH Keywords

subgame perfect equilibriumlimited arbitragefinancial relationships

Mathematics Subject Classification ID

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

Cited In (3)

• Title not available (Why is that?)
• Financially constrained arbitrage in illiquid markets
• Limits to arbitrage when market participation is restricted

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)