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
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
Journal title :
Journal of Economic Theory