Arbitrage and Equilibrium with Exchange Risks.

In an economy with a non-atomic measure space of assets and exchangeable risks, the Arbitrage pricing Theory (APT) holds exactly; and factors are structurally specified, which allows for an economic interpretation.

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Year of publication:	1999
Authors:	Heifetz, A. ; Minelli, E. ; Polemarchakis, H.M.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	FINANCIAL MARKET \| GENERAL EQUILIBRIUM

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Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	19 pages
Classification:	G12 - Asset Pricing ; D52 - Incomplete Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634200