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Arbitrage theory. Introductory lectures on arbitrage-based financial asset pricing - MaRDI portal

Arbitrage theory. Introductory lectures on arbitrage-based financial asset pricing

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Publication:1072904

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zbMath0587.90004MaRDI QIDQ1072904

Jochen E. M. Wilhelm

Publication date: 1985

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

capital asset pricing optimal structure of portfolio riskless arbitrage opportunities

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)

Related Items (3)

Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions ⋮ Binomial option pricing with nonidentically distributed returns and its implications ⋮ Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs

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