Limits to arbitrage when market participation is restricted
DOI10.1016/J.JMATECO.2006.04.001zbMATH Open1141.91446OpenAlexW2172092705MaRDI QIDQ855320FDOQ855320
Authors: Thorsten Hens, P. Jean-Jacques Herings, Arkadi Predtetchinski 
Publication date: 7 December 2006
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://www.econ.uzh.ch/static/wp_iew/iewwp176.pdf
Recommendations
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Cites Work
- A derivative-coderivative inclusion in second-order nonsmooth analysis
- Real-Time Decentralized Information Processing as a Model of Organizations with Boundedly Rational Agents
- Generic existence of competitive equilibria with restricted participation
- The Decentralization of Information Processing in the Presence of Interactions
- On the allocation of effort
Cited In (8)
- Arbitrage and equilibrium with portfolio constraints
- Financial relationships and the limits to arbitrage
- Endogenous restricted participation in general financial equilibrium
- No free lunch for markets with multiple numéraires
- Collective dynamic risk measures
- Endogenous market integration, manipulation and limits to arbitrage
- Arbitrage with financial constraints and market power
- Price impact under heterogeneous beliefs and restricted participation
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