Limits of Arbitrage: The State of the Theory
收藏数据链接:
官方服务:
资源简介:
We survey theoretical developments in the literature on the limits of arbitrage. This literature investigates how costs faced by arbitrageurs can prevent them from eliminating mispricings and providing liquidity to other investors. Research in this area is currently evolving into a broader agenda
提供机构:
美国国家经济研究局创建时间:
2010-03-01



