Equilibrium Mispricing in a Capital Market with Portfolio Constraints-Reference-Cited by-同舟云学术

Equilibrium Mispricing in a Capital Market with Portfolio Constraints

Published:2000-07 Issue:3 Volume:13 Page:715-748
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Basak Suleyman,Croitoru Benjamin

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/13/3/715/5400014/130715.pdf

Reference35 articles.

1. “A Model of Dynamic Equilibrium Asset Pricing with Heterogeneous Beliefs and Extraneous Risk,”;Basak,1999

2. Basak S. Croitoru B. , 1998, “Capital Market Equilibrium with Mispricing and Arbitrage Activity,” Working Paper 006-98, University of Pennsylvania.

3. Basak S. Croitoru B. , 1999, “Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices,” Working paper, Rodney L. White Center, Wharton School, University of Pennsylvania; forthcoming in Journal of Mathematical Economics.

4. An Equilibrium Model with Restricted Stock Market Participation

5. Arbitrage in Stock Index Futures

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