Pages that link to "Item:Q1411091"
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The following pages link to Exact arbitrage and portfolio analysis in large asset markets (Q1411091):
Displaying 7 items.
- Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Factor analysis and arbitrage pricing in large asset economies (Q1381998) (← links)
- Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (Q1399558) (← links)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
- Loeb extension and Loeb equivalence (Q4985361) (← links)
- Integration with filters (Q5043602) (← links)