Limits to arbitrage when market participation is restricted
type: Item
instance of: scholarly article
title: Limits to arbitrage when market participation is restricted
zbMATH Open document ID: 1141.91446
author: Thorsten Hens
author: P. Jean-Jacques Herings
author: Arkadi Predtetchinski
published in: Journal of Mathematical Economics
publication date: 2006-12-07T00:00:00Z
full work available at URL: iewwp176.pdf
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 5077810
zbMATH Keywords: arbitrage
zbMATH Keywords: bounded rationality
MaRDI profile type: Publication
OpenAlex ID: W2172092705
cites work: Generic existence of competitive equilibria with restricted participation
cites work: On the allocation of effort
cites work: A derivative-coderivative inclusion in second-order nonsmooth analysis
cites work: Real-Time Decentralized Information Processing as a Model of Organizations with Boundedly Rational Agents
cites work: The Decentralization of Information Processing in the Presence of Interactions
DOI: 10.1016/J.JMATECO.2006.04.001
description: scientific article; zbMATH DE number 5077810