Asymptotic arbitrage in large financial markets with friction
Year of publication: |
2012
|
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Authors: | Lepinette, Emmanuel ; Ostafe, Lavinia |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 6.2012, 4, p. 313-335
|
Subject: | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | CAPM |
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