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Arbitrage and policy rules
(Universidad de San Andrés. Departamento de Economía, 1998-05)
Implications of the elasticity of natural gas in Mexico on investment in gas pipelines and in setting the arbitrage point
(Centro de Investigación y Docencia Económicas, 2011)
Implications of the elasticity of natural gas in Mexico on investment in gas pipelines and in setting the arbitrage point
(Centro de Investigación y Docencia Económicas, 2011)
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
(Escola de Pós-Graduação em Economia da FGV, 2001-05-01)
In a model of a nancial market with an atomless continuum of assets, we give a precise and rigorous meaning to the intuitive idea of a \well-diversi ed' portfolio and to a notion of \exact arbitrage'. We show this notion ...
Equilibria in exchange economies with financial constraints: beyond the Cass trick
(Escola de Pós-Graduação em Economia da FGV, 2005-08-05)
We consider an exchange economy under incomplete financiaI markets with purely financiaI securities and finitely many agents. When portfolios are not constrained, Cass [4], Duffie [7] and Florenzano-Gourdel [12] proved ...