Arbitrage in stationary markets
type: Item
instance of: scholarly article
title: Arbitrage in stationary markets
zbMATH Open document ID: 1165.91398
author: Dhruv Kapoor
author: Igor V. Evstigneev
published in: Decisions in Economics and Finance
publication date: 2009-06-22T00:00:00Z
full work available at URL: EDP-0619.pdf
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 5567056
MaRDI profile type: Publication
OpenAlex ID: W3121318510
cites work: Arbitrage and Growth Rate for Riskless Investments in a Stationary Economy
cites work: Q3934129
cites work: Optimal Investment Selection with a Multitude of Projects
cites work: Exponential growth of fixed-mix strategies in stationary asset markets
cites work: Volatility-induced financial growth
cites work: FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES
cites work: Stochastic finance. An introduction in discrete time
cites work: Local martingales and the fundamental asset pricing theorems in the discrete-time case
cites work: Q4845604
cites work: Asymptotic arbitrage in large financial markets
cites work: Q4384413
cites work: Products of trees for investment analysis
DOI: 10.1007/S10203-008-0083-2
description: scientific article; zbMATH DE number 5567056