Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
Year of publication: |
1988-02
|
---|---|
Authors: | Dybvig, Philip H. ; Huang, Chi-fu |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Investments | free lunch | arbitrage | option pricing | continuous time |
-
Arbitrage and state price deflators in a general intertemporal framework
Napp, Clotilde, (2005)
-
Arbitrage and state price deflators in a general intertemporal framework
Napp, Clotilde, (2005)
-
Random times at which insiders can have free lunches
Imkeller, Peter, (2001)
- More ...
-
Output Supply, Employment, and Intra-Industry Wage Dispersion
Dybvig, Philip H., (1980)
-
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market
Dybvig, Philip H., (1987)
-
Capital Structure and dividend Irrelevance with Asymmetric Information
Dybvig, Philip H., (1988)
- More ...