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

פרסום מחקרי: נייר עבודה / גרסה מוקדמת › נייר עבודה

תקציר

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.

שפה מקורית	אנגלית אמריקאית
מקום הפרסום	Set Center for Advanced Studies in Economic Theory
מוציא לאור	University of Milan
מספר עמודים	19
סטטוס פרסום	פורסם - 1999

הערה ביבליוגרפית

Working Paper n. 06/00

גישה למסמך

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

פורמט ציטוט ביבליוגרפי

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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.

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M3 - Working paper

BT - Arbitrage and equilibrium with exchangeable risks

PB - University of Milan

CY - Set Center for Advanced Studies in Economic Theory

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Arbitrage and equilibrium with exchangeable risks

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