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Tekijä:Basak, S.
Croitoru, B.
Otsikko:On the role of arbitrageurs in rational markets
Lehti:Journal of Financial Economics
2006 : JUL, VOL. 81:1, p. 143-173
Asiasana:arbitrage
asset valuation
pricing
risk sharing
Kieli:eng
Tiivistelmä:This article examines the role of “arbitrageurs”, who aim to exploit price differences between securities. The authors study the behavior of the arbitrageurs in an economy populated by rational heterogeneous investors facing investment restrictions.
SCIMA tietueen numero: 262010
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