Asymptotic arbitrage and the APT with or without measure-theoretic structures
10.1006/jeth.2000.2737
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sg-nus-scholar.10635-1028862023-10-29T22:06:30Z Asymptotic arbitrage and the APT with or without measure-theoretic structures Khan, M.A. Sun, Y. MATHEMATICS Arbitrage pricing theory Asymptotic arbitrage Continuity of cost functionals Factor structure Finitely-additive measure space Lebesgue continuum Reisz representation theorem 10.1006/jeth.2000.2737 Journal of Economic Theory 101 1 222-251 JECTA 2014-10-28T02:30:50Z 2014-10-28T02:30:50Z 2001 Article Khan, M.A., Sun, Y. (2001). Asymptotic arbitrage and the APT with or without measure-theoretic structures. Journal of Economic Theory 101 (1) : 222-251. ScholarBank@NUS Repository. https://doi.org/10.1006/jeth.2000.2737 00220531 http://scholarbank.nus.edu.sg/handle/10635/102886 000172558600008 Scopus |
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Arbitrage pricing theory Asymptotic arbitrage Continuity of cost functionals Factor structure Finitely-additive measure space Lebesgue continuum Reisz representation theorem |
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Arbitrage pricing theory Asymptotic arbitrage Continuity of cost functionals Factor structure Finitely-additive measure space Lebesgue continuum Reisz representation theorem Khan, M.A. Sun, Y. Asymptotic arbitrage and the APT with or without measure-theoretic structures |
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10.1006/jeth.2000.2737 |
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MATHEMATICS |
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MATHEMATICS Khan, M.A. Sun, Y. |
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Khan, M.A. Sun, Y. |
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Khan, M.A. |
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Asymptotic arbitrage and the APT with or without measure-theoretic structures |
title_short |
Asymptotic arbitrage and the APT with or without measure-theoretic structures |
title_full |
Asymptotic arbitrage and the APT with or without measure-theoretic structures |
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Asymptotic arbitrage and the APT with or without measure-theoretic structures |
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Asymptotic arbitrage and the APT with or without measure-theoretic structures |
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asymptotic arbitrage and the apt with or without measure-theoretic structures |
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2014 |
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http://scholarbank.nus.edu.sg/handle/10635/102886 |
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