Efficient funds for meager asset spaces

DOI10.1016/0022-0531(87)90064-0zbMath0628.90007OpenAlexW2010755809MaRDI QIDQ1093505

David C. Nachman

Publication date: 1987

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(87)90064-0

zbMATH Keywords

securities marketsexistence and genericity of efficient fundsfinite state space modelsmeager asset space

Mathematics Subject Classification ID

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The financial market: not as big as you think ⋮ A note on spanning with options ⋮ On the non-existence of redundant options ⋮ Spanning with indexes ⋮ OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS ⋮ Options and efficiency in spaces of bounded claims ⋮ Option spanning with exogenous information structure ⋮ Semi-nonparametric approximation and index options ⋮ APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES ⋮ Market completeness: A return to order

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