Financial Innovations and Arbitrage Pricing in Economies with Frictions: Revisited
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Theory.
Volume (Year): 74 (1997)
Issue (Month): 2 (June)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/622869
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- John D. Finnerty, 1992. "An Overview Of Corporate Securities Innovation," Journal of Applied Corporate Finance, Morgan Stanley, vol. 4(4), pages 23-39.
- Ross, Stephen A, 1989. " Institutional Markets, Financial Marketing, and Financial Innovation," Journal of Finance, American Finance Association, vol. 44(3), pages 541-56, July.
- Duffie Darrell & Rahi Rohit, 1995. "Financial Market Innovation and Security Design: An Introduction," Journal of Economic Theory, Elsevier, vol. 65(1), pages 1-42, February.
- Prisman, Eliezer Z, 1986. " Valuation of Risky Assets in Arbitrage Free Economies with Frictions," Journal of Finance, American Finance Association, vol. 41(3), pages 545-57, July.
- Franklin Allen, Douglas Gale, 1988.
"Optimal Security Design,"
Review of Financial Studies,
Society for Financial Studies, vol. 1(3), pages 229-263.
- Franklin Allen & Douglas Gale, . "Optimal Security Design," Rodney L. White Center for Financial Research Working Papers 26-87, Wharton School Rodney L. White Center for Financial Research.
- Jarrow, Robert A & O'Hara, Maureen, 1989. " Primes and Scores: An Essay on Market Imperfections," Journal of Finance, American Finance Association, vol. 44(5), pages 1263-87, December.
- Miller, Merton H., 1986. "Financial Innovation: The Last Twenty Years and the Next," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(04), pages 459-471, December.
- Willems, Bert & Morbee, J., 2008.
"Risk Management in Electricity Markets: Hedging and Market Incompleteness,"
2008-031, Tilburg University, Tilburg Law and Economic Center.
- Bert Willems & Joris Morbee, 2008. "Risk management in electricity markets: hedging and market incompleteness," Center for Economic Studies - Discussion papers ces0823, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Willems, Bert & Morbée, Joris, 2008. "Risk management in electricity markets: hedging and market incompleteness," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/238870, Katholieke Universiteit Leuven.
- Baccara, Mariagiovanna & Battauz, Anna & Ortu, Fulvio, 2006. "Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization," Journal of Economic Dynamics and Control, Elsevier, vol. 30(1), pages 55-79, January.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If references are entirely missing, you can add them using this form.