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

DOI10.1016/S0022-0531(03)00038-3zbMath1074.91017OpenAlexW2078036664MaRDI QIDQ1399558

Yeneng Sun, M. Ali Khan

Publication date: 30 July 2003

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

Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00038-3

zbMATH Keywords

arbitrage pricing theoryexact law of large numbersasymptotic arbitrageLoeb measure spaceessential riskExact arbitragewell-diversified portfolio

Mathematics Subject Classification ID

Related Items (1)

Risk-neutral pricing for arbitrage pricing theory

Cites Work

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