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

id	sg-nus-scholar.10635-103217
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spelling	sg-nus-scholar.10635-1032172023-11-01T07:07:21Z Exact arbitrage and portfolio analysis in large asset markets Ali Khan, M. Sun, Y. MATHEMATICS Exact arbitrage Loeb measure space. Mean, cost and factor portfolios Mean-variance efficient portfolio Portfolio weights Well-diversified portfolio 10.1007/s001990200328 Economic Theory 22 3 495-528 2014-10-28T02:34:38Z 2014-10-28T02:34:38Z 2003-10 Article Ali Khan, M., Sun, Y. (2003-10). Exact arbitrage and portfolio analysis in large asset markets. Economic Theory 22 (3) : 495-528. ScholarBank@NUS Repository. https://doi.org/10.1007/s001990200328 09382259 http://scholarbank.nus.edu.sg/handle/10635/103217 000185597500002 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Exact arbitrage Loeb measure space. Mean, cost and factor portfolios Mean-variance efficient portfolio Portfolio weights Well-diversified portfolio
spellingShingle	Exact arbitrage Loeb measure space. Mean, cost and factor portfolios Mean-variance efficient portfolio Portfolio weights Well-diversified portfolio Ali Khan, M. Sun, Y. Exact arbitrage and portfolio analysis in large asset markets
description	10.1007/s001990200328
author2	MATHEMATICS
author_facet	MATHEMATICS Ali Khan, M. Sun, Y.
format	Article
author	Ali Khan, M. Sun, Y.
author_sort	Ali Khan, M.
title	Exact arbitrage and portfolio analysis in large asset markets
title_short	Exact arbitrage and portfolio analysis in large asset markets
title_full	Exact arbitrage and portfolio analysis in large asset markets
title_fullStr	Exact arbitrage and portfolio analysis in large asset markets
title_full_unstemmed	Exact arbitrage and portfolio analysis in large asset markets
title_sort	exact arbitrage and portfolio analysis in large asset markets
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/103217
_version_	1781787698050105344

Exact arbitrage and portfolio analysis in large asset markets

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