Asymptotic arbitrage and the APT with or without measure-theoretic structures

10.1006/jeth.2000.2737

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Main Authors: Khan, M.A., Sun, Y.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/102886
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Institution: National University of Singapore
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spelling 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
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Arbitrage pricing theory
Asymptotic arbitrage
Continuity of cost functionals
Factor structure
Finitely-additive measure space
Lebesgue continuum
Reisz representation theorem
spellingShingle 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
description 10.1006/jeth.2000.2737
author2 MATHEMATICS
author_facet MATHEMATICS
Khan, M.A.
Sun, Y.
format Article
author Khan, M.A.
Sun, Y.
author_sort Khan, M.A.
title 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
title_fullStr Asymptotic arbitrage and the APT with or without measure-theoretic structures
title_full_unstemmed Asymptotic arbitrage and the APT with or without measure-theoretic structures
title_sort asymptotic arbitrage and the apt with or without measure-theoretic structures
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/102886
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