Title of article :
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Author/Authors :
M. Ali Khan، نويسنده , , Yeneng Sun، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2003
Pages :
37
From page :
337
To page :
373
Keywords :
asymptotic arbitrage , Exact arbitrage , Arbitrage pricing theory , Exact law of large numbers , Essential risk , Well-diversified portfolio , Loeb measure space
Journal title :
Journal of Economic Theory
Serial Year :
2003
Journal title :
Journal of Economic Theory
Record number :
147271
Link To Document :
بازگشت