Limited Arbitrage Pricing and Equilibrium

Korean Journal of Financial Studies 2003;32(3):85-133.
Published online September 30, 2003.

제한적 차익거래가격결정과 금융자산시장의 균형

원동철

Key Words: 무수의 포트폴리오,복제 가능자산,시장마찰,제한적 선형가격결정,투사적 차익거래,Limited linear pricing,Market frictions,Projective arbitrage,Redundant assets,Zero-income portfolios

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