Exact arbitrage and portfolio analysis in large asset markets
Year of publication: |
2003
|
---|---|
Authors: | Khan, M. Ali ; Sun, Yeneng |
Published in: |
Economic Theory. - Springer. - Vol. 22.2003, 3, p. 495-528
|
Publisher: |
Springer |
Subject: | Exact arbitrage | Portfolio weights | Well-diversified portfolio | Mean-variance efficient portfolio | Mean | cost and factor portfolios | Loeb measure space |
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