Exact arbitrage and portfolio analysis in large asset markets

Exact arbitrage and portfolio analysis in large asset markets

10.1007/s001990200328

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Bibliographic Details
Main Authors: Ali Khan, M., Sun, Y.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Exact arbitrage
Loeb measure space.
Mean, cost and factor portfolios
Mean-variance efficient portfolio
Portfolio weights
Well-diversified portfolio
Online Access:http://scholarbank.nus.edu.sg/handle/10635/103217
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Institution: National University of Singapore
Description
Summary:10.1007/s001990200328

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