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dc.creatorOleaga, Gerardo
dc.date.accessioned2019-07-03T16:52:03Z
dc.date.available2019-07-03T16:52:03Z
dc.date.created2012
dc.identifier.urihttps://repositorio.unal.edu.co/handle/unal/73805
dc.descriptionA key assumption to prove the Fundamental Theorem of Mathematical Finance is the possibility of short selling the risky assets of the market. In this article we exhibit a simple geometric condition to handle the arbitrage opportunities when short selling is not possible. Moreover, this approach provides a pedagogical tool to visualize the consistency of the model when shorting is allowed for only some of the assets. Some examples are presented, both in analytical and graphical ways.
dc.formatapplication/pdf
dc.publisherBoletín de Matemáticas
dc.relationhttp://revistas.unal.edu.co/index.php/bolma/article/view/40842
dc.relation.ispartofUniversidad Nacional de Colombia Revistas electrónicas UN Boletín de Matemáticas
dc.relation.ispartofBoletín de Matemáticas
dc.relation.ispartofseriesBoletín de Matemáticas; Vol. 19, núm. 1 (2012); 37-54 Boletín de Matemáticas; Vol. 19, núm. 1 (2012); 37-54 2357-6529 0120-0380
dc.subjectFundamental Theorem of Asset Pricing
dc.subjectarbitrage conditions
dc.subjectshort sales prohibition.
dc.titleArbitrage conditions with no short selling
dc.typeinfo:eu-repo/semantics/article
dc.type.spaArtículo - Article
dc.type.hasversioninfo:eu-repo/semantics/publishedVersion
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.identifier.bibliographicCitationOleaga, Gerardo (2012) Arbitrage conditions with no short selling. Boletín de Matemáticas; Vol. 19, núm. 1 (2012); 37-54 Boletín de Matemáticas; Vol. 19, núm. 1 (2012); 37-54 2357-6529 0120-0380 .
dc.identifier.eprintshttp://bdigital.unal.edu.co/38282/


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