Arbitrage and equilibrium with exchangeable risks

Aviad Heifetz; Enrico Minelli; Heracles M Polemarchakis

Arbitrage and equilibrium with exchangeable risks

Aviad Heifetz, Enrico Minelli, Heracles M Polemarchakis

כלכלה

نتاج البحث: ورقة عمل / طبعة اولية › ورقة عمل

ملخص

In an economy with a non - atomic measure space of assets and exchangeable
risks, the Arbitrage Pricing Theory (APT) holds exactly; and factors are structurally specified, which allows for an economic interpretation.

اللغة الأصلية	إنجليزيّة أمريكيّة
مكان النشر	Set Center for Advanced Studies in Economic Theory
ناشر	University of Milan
عدد الصفحات	19
حالة النشر	نُشِر - 1999

ملاحظة ببليوغرافية

Working Paper n. 06/00

الوصول إلى المستند

https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.508.6788&rep=rep1&type=pdf

قم بذكر هذا

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title = "Arbitrage and equilibrium with exchangeable risks",

abstract = "In an economy with a non - atomic measure space of assets and exchangeablerisks, the Arbitrage Pricing Theory (APT) holds exactly; and factors are structurally specified, which allows for an economic interpretation.",

author = "Aviad Heifetz and Enrico Minelli and Polemarchakis, {Heracles M}",

note = "Working Paper n. 06/00",

year = "1999",

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T1 - Arbitrage and equilibrium with exchangeable risks

AU - Heifetz, Aviad

AU - Minelli, Enrico

AU - Polemarchakis, Heracles M

N1 - Working Paper n. 06/00

PY - 1999

Y1 - 1999

N2 - In an economy with a non - atomic measure space of assets and exchangeablerisks, the Arbitrage Pricing Theory (APT) holds exactly; and factors are structurally specified, which allows for an economic interpretation.

AB - In an economy with a non - atomic measure space of assets and exchangeablerisks, the Arbitrage Pricing Theory (APT) holds exactly; and factors are structurally specified, which allows for an economic interpretation.

M3 - Working paper

BT - Arbitrage and equilibrium with exchangeable risks

PB - University of Milan

CY - Set Center for Advanced Studies in Economic Theory

ER -

Arbitrage and equilibrium with exchangeable risks

ملخص

ملاحظة ببليوغرافية

الوصول إلى المستند

بصمة

قم بذكر هذا