Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (Q1399558)
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scientific article; zbMATH DE number 1957028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact arbitrage, well-diversified portfolios and asset pricing in large markets. |
scientific article; zbMATH DE number 1957028 |
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Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (English)
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30 July 2003
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Exact arbitrage
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asymptotic arbitrage
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exact law of large numbers
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well-diversified portfolio
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essential risk
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arbitrage pricing theory
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Loeb measure space
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