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