Diversity and arbitrage in a regulatory breakup model
type: Item
instance of: scholarly article
title: Diversity and arbitrage in a regulatory breakup model
zbMATH Open document ID: 1219.91161
author: Winslow Strong
author: Jean-Pierre Fouque
published in: Annals of Finance
publication date: 2011-08-25T00:00:00Z
full work available at URL: https://arxiv.org/abs/1003.5650
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 5942431
zbMATH Keywords: diversity
zbMATH Keywords: arbitrage
zbMATH Keywords: relative arbitrage
zbMATH Keywords: equivalent martingale measure
zbMATH Keywords: antitrust
zbMATH Keywords: regulation
MaRDI profile type: Publication
OpenAlex ID: W3123415023
arXiv ID: 1003.5650
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DOI: 10.1007/S10436-010-0175-1
description: scientific article