THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE
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Publication:5234014
DOI10.1142/S0219024919500250zbMath1422.91651OpenAlexW2953698311WikidataQ127520891 ScholiaQ127520891MaRDI QIDQ5234014
Rainer Schüssler, Alexander Jonen, Gabriel Frahm
Publication date: 9 September 2019
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024919500250
no arbitrageadmissibilitypremiumfundamental theorem of asset pricingdiscountnet asset valuemaximal strategyclosed-end fund puzzle
Cites Work
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- Martingales and stochastic integrals in the theory of continuous trading
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- Hedging of contingent claims and maximum price
- A general version of the fundamental theorem of asset pricing
- A stochastic calculus model of continuous trading: Complete markets
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- CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”
- THE MEANING OF MARKET EFFICIENCY
- A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory
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