Financially constrained arbitrage in illiquid markets

DOI10.1016/J.JEDC.2005.09.005zbMath1162.91363OpenAlexW3123723760MaRDI QIDQ959713

Mukarram Attari, Antonio S. Mello

Publication date: 12 December 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2005.09.005

zbMATH Keywords

arbitrageconstraintsilliquidity

Mathematics Subject Classification ID

Related Items (1)

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