The Third Fundamental Theorem Of Asset Pricing
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References listed on IDEAS
- Zhidong Bai & Yongchang Hui & Wing-Keung Wong & Ričardas Zitikis, 2012. "Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(4), pages 703-732, September.
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- Moawia Alghalith & Xu Guo & Wing-Keung Wong & Lixing Zhu, 2016.
"A General Optimal Investment Model In The Presence Of Background Risk,"
Annals of Financial Economics (AFE),
World Scientific Publishing Co. Pte. Ltd., pages 1-8.
- Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper 70644, University Library of Munich, Germany.
- Gabriel Frahm, 2016. "Pricing And Valuation Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-39, February.
More about this item
KeywordsNo arbitrage; completeness; no dominance; economic equilibrium; market efficiency; martingale measures; local martingales; G12; G13; G14;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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