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Arbitrage Pricing Theory

Name: Arbitrage Pricing Theory
Creator: Robert A. Jarrow

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Other literature type 01 Jan 2018Publisher:Springer International Publishing

Authors: Robert A. Jarrow;

doi: 10.1007/978-3-030-74410-6_19 , 10.1007/978-3-319-77821-1_19

Arbitrage Pricing Theory

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Abstract

This chapter studies the modifications needed due to the introduction of trading constraints in the arbitrage pricing theory of the fundamental theorems Chap. 2. Most, but not all of the three fundamental theorems of asset pricing extend with trading constraints.

Related Organizations

Cornell University
United States

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