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The Arbitrage Principle in Financial Economics

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Author Info
Varian, Hal R

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Article provided by American Economic Association in its journal Journal of Economic Perspectives.

Volume (Year): 1 (1987)
Issue (Month): 2 (Fall)
Pages: 55-72
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Handle: RePEc:aea:jecper:v:1:y:1987:i:2:p:55-72

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  1. 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. [Downloadable!]
  2. ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003. "Aversion Analysis," Cahiers de recherche 04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
    Other versions:
    • ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003. "Aversion Analysis," Cahiers de recherche 2003-06, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
  3. Rene Garcia & Richard Luger & Eric Renault, 2004. "Option Prices, Preferences, and State Variables," Emory Economics 0418, Department of Economics, Emory University (Atlanta). [Downloadable!]
  4. 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. [Downloadable!]
  5. 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. [Downloadable!] (restricted)
  6. Magni, Carlo Alberto, 2007. "Project valuation and investment decisions: CAPM versus arbitrage," MPRA Paper 14525, University Library of Munich, Germany. [Downloadable!]
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  7. 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. [Downloadable!] (restricted)
  8. Magni, Carlo Alberto & Vélez-Pareja, Ignacio, 2009. "Potential dividends versus actual cash flows in firm valuation," MPRA Paper 14509, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  9. Sikandar Hussain & M. Shahid Ebrahim, 2005. "Financial Development and Property Valuation," Computing in Economics and Finance 2005 24, Society for Computational Economics. [Downloadable!]
  10. Martin Klein, 1989. "Arbitrage and interest rates on currency baskets," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(2), pages 296-310, June. [Downloadable!] (restricted)
  11. 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. [Downloadable!]
  12. Juettner-Nauroth, Beate E., 2003. "Problems associated with the Value-Relevance of Financial Derivatives according to IAS 39," Working Paper Series in Business Administration 2003:2, Stockholm School of Economics, revised 07 Feb 2003. [Downloadable!]
  13. 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. [Downloadable!] (restricted)
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