Arbitrage opportunities in frictionless markets with sophisticated investors

DOI10.1007/s00199-006-0183-6zbMath1210.91041OpenAlexW2041591791MaRDI QIDQ2464016

Kirsten I. M. Rohde

Publication date: 10 December 2007

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-006-0183-6

zbMATH Keywords

equilibriumarbitragetime-inconsistent preferences

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)

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