Arbitrage opportunities in frictionless markets with sophisticated investors

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

An example shows that when preferences change over time and consumers are sophisticated, it is possible that arbitrage opportunities exist in frictionless markets, even in equilibrium.
Original languageEnglish
Pages (from-to)389-393
Number of pages5
JournalEconomic Theory
Volume34
Issue number2
DOIs
Publication statusPublished - 2008
Externally publishedYes

JEL classifications

  • g12 - "Asset Pricing; Trading volume; Bond Interest Rates"
  • d50 - General Equilibrium and Disequilibrium: General
  • d90 - Intertemporal Choice and Growth: General

Keywords

  • arbitrage
  • equilibrium
  • Time-inconsistent preferences

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