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Journal Article Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints Get access Jerome Detemple, Jerome Detemple McGill University and CIRANO Address correspondence and requests for reprints to Shashidhar Murthy, Faculty of Management, Rutgers University, 81 New Street, Newark, N.J. 07102. Search for other works by this author on: Oxford Academic Google Scholar Shashidhar Murthy Shashidhar Murthy Rutgers University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 10, Issue 4, October 1997, Pages 1133–1174, https://doi.org/10.1093/rfs/10.4.1133 Published: 04 June 2015
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Detemple et al. (1997) studied this question.
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