| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5061449 | Economics Letters | 2010 | 4 Pages |
Abstract
This paper studies the implications of the absence of statistical arbitrage opportunities in a two-period incomplete market economy where default is allowed but there are collateral requirements. Modified versions of the fundamental theorem of asset pricing are obtained.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
José Fajardo, Ana Lacerda,