Exact arbitrage, well-diversified portfolios and asset pricing in large markets

10.1016/S0022-0531(03)00038-3

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Bibliographic Details
Main Authors:	Khan, M.A., Sun, Y.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Arbitrage pricing theory Asymptotic arbitrage Essential risk Exact arbitrage Exact law of numbers Loeb measure space Well-diversified portfolio
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/103218
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-1032182023-10-31T07:15:58Z Exact arbitrage, well-diversified portfolios and asset pricing in large markets Khan, M.A. Sun, Y. MATHEMATICS Arbitrage pricing theory Asymptotic arbitrage Essential risk Exact arbitrage Exact law of numbers Loeb measure space Well-diversified portfolio 10.1016/S0022-0531(03)00038-3 Journal of Economic Theory 110 2 337-373 JECTA 2014-10-28T02:34:39Z 2014-10-28T02:34:39Z 2003-06-01 Article Khan, M.A., Sun, Y. (2003-06-01). Exact arbitrage, well-diversified portfolios and asset pricing in large markets. Journal of Economic Theory 110 (2) : 337-373. ScholarBank@NUS Repository. https://doi.org/10.1016/S0022-0531(03)00038-3 00220531 http://scholarbank.nus.edu.sg/handle/10635/103218 000183594200006 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 Essential risk Exact arbitrage Exact law of numbers Loeb measure space Well-diversified portfolio
spellingShingle	Arbitrage pricing theory Asymptotic arbitrage Essential risk Exact arbitrage Exact law of numbers Loeb measure space Well-diversified portfolio Khan, M.A. Sun, Y. Exact arbitrage, well-diversified portfolios and asset pricing in large markets
description	10.1016/S0022-0531(03)00038-3
author2	MATHEMATICS
author_facet	MATHEMATICS Khan, M.A. Sun, Y.
format	Article
author	Khan, M.A. Sun, Y.
author_sort	Khan, M.A.
title	Exact arbitrage, well-diversified portfolios and asset pricing in large markets
title_short	Exact arbitrage, well-diversified portfolios and asset pricing in large markets
title_full	Exact arbitrage, well-diversified portfolios and asset pricing in large markets
title_fullStr	Exact arbitrage, well-diversified portfolios and asset pricing in large markets
title_full_unstemmed	Exact arbitrage, well-diversified portfolios and asset pricing in large markets
title_sort	exact arbitrage, well-diversified portfolios and asset pricing in large markets
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/103218
_version_	1781787698251431936

Exact arbitrage, well-diversified portfolios and asset pricing in large markets

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