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Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities

Authors
  1. A Bernardo
  2. A Hindy
  3. A Kamara
  4. A Shleifer
  5. B De Long
  6. B Dumas
  7. B Tuckman
  8. C Ackermann
  9. D Cuoco
  10. D Duffie
  11. D Duffie
  12. D Heath
  13. F Delgado
  14. F Longstaff
  15. Francis A. Longstaff
  16. G Willard
  17. I Karatzas
  18. J Cochrane
  19. J Cox
  20. J Detemple
  21. J Dow
  22. J M Harrison
  23. J M Harrison
  24. J Zigrand
  25. Jun Liu
  26. M Brennan
  27. M Brennan
  28. M Grinblatt
  29. M I Kamien
  30. M Loewenstein
  31. M Loewenstein
  32. M Loewenstein
  33. N Dunbar
  34. P Dybvig
  35. P R Daves
  36. P Yadev
  37. R Merton
  38. S Basak
  39. S T Cheng
  40. W Fung
  41. W Fung
  42. W N Ball
  43. W Xiong
  44. Y Amihud
  45. Z Chen
Publication date
1 January 2000
Publisher
'Elsevier BV'
Doi

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      Last time updated on 03/09/2020

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