Open AccessEquilibrium Asset Prices and No-Arbitrage with Portfolio Constraints
Author(s) -
Jérôme Detemple,
Shashidhar Murthy
Publication year - 1997
Publication title -
review of financial studies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 12.8
H-Index - 190
eISSN - 1465-7368
pISSN - 0893-9454
DOI - 10.1093/rfs/10.4.1133
Subject(s) - arbitrage , portfolio , asset (computer security) , economics , capital asset pricing model , financial economics , computer science , computer security
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