The fundamental theorem of asset pricing with cone constraints (Q1300412)
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scientific article; zbMATH DE number 1330503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fundamental theorem of asset pricing with cone constraints |
scientific article; zbMATH DE number 1330503 |
Statements
The fundamental theorem of asset pricing with cone constraints (English)
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10 May 2000
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no arbitrage
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no free lunch
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transaction costs
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portfolio constraints
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