Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage

DOI10.1093/ROF/RFN016zbMath1201.91113OpenAlexW2106265322MaRDI QIDQ5190555

Lutz G. Arnold

Publication date: 18 March 2010

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

Full work available at URL: https://epub.uni-regensburg.de/15563/1/limits_of_arbitrage.pdf

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Microeconomic theory (price theory and economic markets) (91B24)

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