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LIMITS TO ARBITRAGE

Itzhak Venezia

Chapter 12 in Lecture Notes in Behavioral Finance, 2018, pp 167-175 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:What is Arbitrage?Risks and Costs of ArbitrageExamples of Limits to ArbitragePerformance-based Arbitrage

Keywords: Behavioral Finance; Rationality; Prospect Theory; Cognitive and Psychological; Efficient Markets; Market Anomalies; Limits to Arbitrage; Heuristics (search for similar items in EconPapers)
Date: 2018
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