1981/03/01 by David M. Kreps · 543 citations
Economics, Econometrics and Finance · #Arbitrage #Arbitrage pricing theory #Bundle #Capital asset pricing model #Commodity #Complex Systems and Time Series Analysis #Economic theories and models #Economics #Finance #Financial economics #Fixed income arbitrage #Index arbitrage #Microeconomics #Risk arbitrage #Stochastic processes and financial applications
paper · doi:10.1016/0304-4068(81)90010-0
published in Journal of Mathematical Economics 8(1), 15-35 (Elsevier BV)
crossref issued 1981/03/01 · crossref published 1981/03/01 · crossref published-print 1981/03/01 · openalex publication_date 1981/03/01 · crossref created 2002/07/26 · crossref deposited 2019/04/13 · openalex created_date 2025/10/10 · crossref indexed 2026/08/04 · openalex updated_date 2026/08/05