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The Arbitrage Principle in Financial Economics

Citations

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Cited by:

  1. Peter Xu & Rich Pettit, 2014. "No-arbitrage conditions and expected returns when assets have different β’s in up and down markets," Journal of Asset Management, Palgrave Macmillan, vol. 15(1), pages 62-71, February.
  2. Vélez-Pareja, Ignacio & Magni, Carlo Alberto, 2008. "Potential dividends and actual cash flows. Theoretical and empirical reasons for using ‘actual’ and dismissing ‘potential’, Or: How not to pull potential rabbits out of actual hats," MPRA Paper 7266, University Library of Munich, Germany.
  3. Carlo Alberto Magni, 2007. "Project valuation and investment decisions: CAPM versus arbitrage," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(2), pages 137-140.
  4. ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003. "Aversion Analysis," Cahiers de recherche 2003-06, Universite de Montreal, Departement de sciences economiques.
    • ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003. "Aversion Analysis," Cahiers de recherche 04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  5. Ebrahim, M. Shahid & Mathur, Ike, 2007. "Pricing home mortgages and bank collateral: A rational expectations approach," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1217-1244, April.
  6. Rodolfo Apreda, 2003. "On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach)," CEMA Working Papers: Serie Documentos de Trabajo. 239, Universidad del CEMA.
  7. Andrew W. Macpherson, 2024. "Do backrun auctions protect traders?," Papers 2401.08302, arXiv.org.
  8. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, vol. 64(2), pages 119-146, March.
  9. Carlo Alberto Magni, 2023. "The Split-Screen Approach for Project Appraisal (Part I: The Theory)," JRFM, MDPI, vol. 16(3), pages 1-49, March.
  10. Février, Philippe & Linnemer, Laurent & Visser, Michael, 2012. "Testing for asymmetric information in the viager market," Journal of Public Economics, Elsevier, vol. 96(1), pages 104-123.
  11. Shahid Ebrahim, M. & Hussain, Sikandar, 2010. "Financial development and asset valuation: The special case of real estate," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 150-162, January.
  12. Job Boerma, 2014. "Openness and the (inverted) aggregate demand logic," DNB Working Papers 436, Netherlands Central Bank, Research Department.
  13. Amine M. Aboussalah & Xuanze Li & Cheng Chi & Raj Patel, 2024. "The AI Black-Scholes: Finance-Informed Neural Network," Papers 2412.12213, arXiv.org.
  14. John A. C. Conybeare, 1994. "Arms Versus Alliances," Journal of Conflict Resolution, Peace Science Society (International), vol. 38(2), pages 215-235, June.
  15. Perrakis, Stylianos, 1989. "Les contributions de la théorie financière à la solution de problèmes en organisation industrielle et en microéconomie appliquée," L'Actualité Economique, Société Canadienne de Science Economique, vol. 65(4), pages 518-546, décembre.
  16. Diecidue, E., 2001. "Nonexpected utility and coherence," Other publications TiSEM 950888c3-8118-4d86-b249-4, Tilburg University, School of Economics and Management.
  17. Ebrahim, M. Shahid & Rahman, Shafiqur, 2005. "On the pareto-optimality of futures contracts over Islamic forward contracts: implications for the emerging Muslim economies," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 273-295, February.
  18. Ebrahim, M. Shahid & Mathur, Ike & ap Gwilym, Rhys, 2014. "Integrating corporate ownership and pension fund structures: A general equilibrium approach," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 553-569.
  19. Braouezec, Yann, 2017. "How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach," Finance Research Letters, Elsevier, vol. 21(C), pages 92-99.
  20. Hal Varian, 1993. "A Portfolio of Nobel Laureates: Markowitz, Miller and Sharpe," Journal of Economic Perspectives, American Economic Association, vol. 7(1), pages 159-169, Winter.
  21. ap Gwilym, Rhys & Ebrahim, M. Shahid, 2013. "Can position limits restrain ‘rogue’ trading?," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 824-836.
  22. Braouezec, Yann & Joliet, Robert, 2019. "Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk," Economics Letters, Elsevier, vol. 178(C), pages 111-115.
  23. Ebrahim, M. Shahid & Mathur, Ike, 2013. "On the efficiency of the UPREIT organizational form: Implications for the subprime crisis and CDO's," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 286-305.
  24. Frank Lehrbass, 1994. "Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty," Journal of Economics, Springer, vol. 59(1), pages 51-70, February.
  25. García Iborra, Rafael & Howden, David, 2016. "Uses and Misuses of Arbitrage in Financial Theory, and a Suggested Alternative," MPRA Paper 79802, University Library of Munich, Germany.
  26. C. P. Barros & O. H. dos S. Figueiredo & Silvestre Dumbo, 2016. "A performance assessment of the Angolan soccer league," Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2711-2720, June.
  27. Carlo Alberto Magni & Ignacio Velez-Pareja, 2009. "Potential dividends versus actual cash flows in firm valuation," Proyecciones Financieras y Valoración 5516, Master Consultores.
  28. Sikandar Hussain & M. Shahid Ebrahim, 2005. "Financial Development and Property Valuation," Computing in Economics and Finance 2005 24, Society for Computational Economics.
  29. Diecidue, Enrico & Wakker, Peter P., 2002. "Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension," Mathematical Social Sciences, Elsevier, vol. 43(2), pages 135-149, March.
  30. René Garcia & Richard Luger & Éric Renault, 2005. "Viewpoint: Option prices, preferences, and state variables," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(1), pages 1-27, February.
  31. Martin Klein, 1989. "Arbitrage and interest rates on currency baskets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 296-310, June.
  32. Daniel Q. Naiman & Edward R. Scheinerman, 2017. "Arbitrage and Geometry," Papers 1709.07446, arXiv.org.
  33. Heufer, Jan, 2014. "Nonparametric comparative revealed risk aversion," Journal of Economic Theory, Elsevier, vol. 153(C), pages 569-616.
  34. Moret, Fabio & Pinson, Pierre & Papakonstantinou, Athanasios, 2020. "Heterogeneous risk preferences in community-based electricity markets," European Journal of Operational Research, Elsevier, vol. 287(1), pages 36-48.
  35. Paul Embrechts, 1996. "Actuarial versus Financial Pricing of Insurance," Center for Financial Institutions Working Papers 96-17, Wharton School Center for Financial Institutions, University of Pennsylvania.
  36. Juettner-Nauroth, Beate E., 2003. "Problems associated with the Value-Relevance of Financial Derivatives according to IAS 39," SSE/EFI Working Paper Series in Business Administration 2003:2, Stockholm School of Economics, revised 26 Sep 2004.
  37. ap Gwilym, Rhys & Ebrahim, M. Shahid & El Alaoui, Abdelkader O. & Rahman, Hamid & Taamouti, Abderrahim, 2020. "Financial frictions and the futures pricing puzzle," Economic Modelling, Elsevier, vol. 87(C), pages 358-371.
  38. ManMohan S. Sodhi, 2005. "LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications," Operations Research, INFORMS, vol. 53(2), pages 181-196, April.
  39. David M. Pennock & Michael P. Wellman, 2005. "Graphical Models for Groups: Belief Aggregation and Risk Sharing," Decision Analysis, INFORMS, vol. 2(3), pages 148-164, September.
  40. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
  41. David M. Pennock & Michael P. Wellman, 2013. "Compact Securities Markets for Pareto Optimal Reallocation of Risk," Papers 1301.3886, arXiv.org.
  42. Robert A. Becker, 2017. "An Elementary Exposition of the No Strong Arbitrage Principle for Financial Markets," CAEPR Working Papers 2017-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  43. Enrico Diecidue, 2006. "Deriving Harsanyi’s Utilitarianism from De Finetti’s Book-Making Argument," Theory and Decision, Springer, vol. 61(4), pages 363-371, December.
  44. Bowei Chen & Jun Wang, 2014. "A lattice framework for pricing display advertisement options with the stochastic volatility underlying model," Papers 1409.0697, arXiv.org, revised Dec 2015.
  45. N. J. Chater & R. S. MacKay, 2024. "Thermal Macroeconomics: An axiomatic theory of aggregate economic phenomena," Papers 2412.00886, arXiv.org.
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