Asymptotic arbitrage and the APT with or without measure-theoretic structures
10.1006/jeth.2000.2737
Saved in:
Main Authors: | Khan, M.A., Sun, Y. |
---|---|
Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/102886 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
by: Khan, M.A., et al.
Published: (2014) -
Arbitrage opportunities
by: Lagua, Benel D.
Published: (2023) -
Dissecting arbitrage costs
by: LAM, F. Y. Eric, et al.
Published: (2017) -
A study on the relationship between arbitrage risk and stock mispricing in the Philippine stock market in the years 2007 to 2014
by: Barug, Alana Kirsty D., et al.
Published: (2016) -
Exact arbitrage and portfolio analysis in large asset markets
by: Ali Khan, M., et al.
Published: (2014)