{"entities":{"Q5956282":{"pageid":8133084,"ns":120,"title":"Item:Q5956282","lastrevid":97742936,"modified":"2026-06-05T15:19:55Z","type":"item","id":"Q5956282","labels":{"en":{"language":"en","value":"Asymptotic arbitrage and the APT with or without measure-theoretic structures."}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1708991"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$B76923E8-E174-4BB4-80F9-F790AF726C05","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8089cbf7fd2317644497719a594787994db4b2d0","datavalue":{"value":{"text":"Asymptotic arbitrage and the APT with or without measure-theoretic structures.","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5956282$22DB9663-8221-4D9B-8812-7DE21CCD0001","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c8329be37fdced1534c983f05a86053a0a764752","datavalue":{"value":"1050.91030","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956282$E7F46A6E-DCDE-4E7A-B48C-F1343F8DEC59","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"282a6657ff2ef7820b0994c17f0a8d9162d98c8a","datavalue":{"value":{"entity-type":"item","numeric-id":231168,"id":"Q231168"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$42786F21-8287-4582-8FED-FC28261E7824","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d3ea78e811bbdf135749a4fbb168e8adafee0afb","datavalue":{"value":{"entity-type":"item","numeric-id":231169,"id":"Q231169"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$56652E12-5B6C-447D-B446-E56C039F2D0B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3bf9ac9ec63184edee159adfddd47bd75703ecee","datavalue":{"value":{"entity-type":"item","numeric-id":61265,"id":"Q61265"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$13306B4C-1D7D-45FE-B556-6C643DD8B6A6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d6f630a8f9062cc7a61bf0b0d4072e8f242af2b3","datavalue":{"value":{"time":"+2001-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5956282$678C94DD-2092-4243-9DE7-28777F0C1D8A","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"ec9524b5822c556e9621956ac57b652d96bea560","datavalue":{"value":"The arbitrage pricing theory is presented based on an asset index set of an arbitrary infinite cardinality. The assumptions from \\textit{S. A. Ross} [In: ``Risk and Return in Finance (I. Friend and J. L. Bicksler, Eds.), Balinger, Cambridge, MA (1976)] and \\textit{G. Chamberlain} and \\textit{M. Rothschild} [Econometrica 51, 1281--1304 (1983; Zbl 0523.90017)] are used. In the absence of gains from asymptotic arbitrage, it is shown that the square of the deviations of the individual rates of return from a factor-pricing formula sum to a finite number. This is a generalization of Ross' basic result. It is shown as well that the absence of gains is not necessary for the formula to hold. The authors relate the results to the approaches based on finitely additive measures and the Lebesgue unit interval.","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956282$38064F6E-9766-4F24-9DAE-905469C1A1F6","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"9d045ec151ebd1bc877da9721231558d202781c9","datavalue":{"value":{"entity-type":"item","numeric-id":188395,"id":"Q188395"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$F5E72ABE-BDA0-4AA8-8623-212E3965116F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b0e497fa25972a5e8a0353b17744210646653683","datavalue":{"value":"91B24","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956282$DF18327D-F2B9-4461-AC02-722BC8D45258","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"41a2ed6b2bdc3adf5690ee77bd1b89561f8be861","datavalue":{"value":"1708991","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956282$F99EAB89-E802-4E44-A278-B4A68FA57E17","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"df80729322f3db5379bfa75dbb8499865de880c6","datavalue":{"value":"arbitrage pricing theory","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956282$7EECABA5-0870-4E5F-BBB2-F51A278680D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4253de17d0c45c49d318c906728e7cbb3d9f6b58","datavalue":{"value":"continuity of cost functionals","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956282$42D30260-FAE9-4A1C-950C-FD30EC76C387","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"142c0329e81fd33c0f50606da4c610f8cbd7dbf5","datavalue":{"value":"Reisz representation theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956282$7D351BE9-1F9E-4CBF-AA4D-0FA021899BD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"29cd19c349a01eb0c8e66c80072550653bfd23e4","datavalue":{"value":"finitely-additive measure space","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956282$D6F0A36A-30F9-476C-A6CC-12F975438C62","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$6654742F-8991-4E2E-B312-516C4BD50EE0","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3c49de1713241a0d6099b3d1b116335e7024494d","datavalue":{"value":"https://doi.org/10.1006/jeth.2000.2737","type":"string"},"datatype":"url"},"type":"statement","id":"Q5956282$DDC445EA-4269-4D96-9D86-82C96AAAE973","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7e423100d4469e65dc3dd97bd464d16a72c98263","datavalue":{"value":"W2039247478","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956282$88BADD4E-CEBF-4797-AA14-569A564CC748","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb6b28425c68fba0621f9f7e97c235a83a07eb10","datavalue":{"value":{"entity-type":"item","numeric-id":1381998,"id":"Q1381998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$2AE52138-B3FF-4BA7-BE03-A2AB319D2288","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1883e7007a621a13a3dde1067d87cd1906a48eed","datavalue":{"value":{"entity-type":"item","numeric-id":4401202,"id":"Q4401202"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$1EC1B193-79A3-422A-B2AC-3C3F64D740BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9735eed3f48464dd20623e94466b9c786ed1230c","datavalue":{"value":{"entity-type":"item","numeric-id":4197800,"id":"Q4197800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$8BCB83C1-CD6D-4591-9CF7-CE5D221295FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce3b4b9998bf90167c8c946994627c6c351cebed","datavalue":{"value":{"entity-type":"item","numeric-id":3674364,"id":"Q3674364"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$5E0C39FB-095B-43B3-9E72-2C4759E7E042","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddb755373fdb943ad555f9f13d0cc02b233bd11a","datavalue":{"value":{"entity-type":"item","numeric-id":5613035,"id":"Q5613035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$879ECF53-50F5-41F5-8FB5-0AF0172AAB1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"27681e65c961e3fa071ec5c460904776610f6b5e","datavalue":{"value":{"entity-type":"item","numeric-id":4148368,"id":"Q4148368"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$59F9495A-D16C-4A5B-B603-6368007B986B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5749b9c05bb94c9e1ad6484673b2cf5192db63f","datavalue":{"value":{"entity-type":"item","numeric-id":3777139,"id":"Q3777139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$48613DDB-04DC-4614-B8DD-BDAD4C47A75E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"78f14459f67d301da6c539c2f758151b1da5d94a","datavalue":{"value":{"entity-type":"item","numeric-id":5822308,"id":"Q5822308"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$7D0364E3-35FF-407A-9A70-737D3B61AB95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5cce2249ad3fae90d446547e69bbb2788e0a0b76","datavalue":{"value":{"entity-type":"item","numeric-id":3811988,"id":"Q3811988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$DCED2244-7E80-4A14-973B-EAD756651AC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce8a9895e77aa205d84a2511fe5de0f0d96763b0","datavalue":{"value":{"entity-type":"item","numeric-id":759623,"id":"Q759623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$F9995BF4-D598-4BF1-8880-E075A9309C24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"12a93c7f5558e5caf9247df9ebd8388610109bc2","datavalue":{"value":{"entity-type":"item","numeric-id":5713195,"id":"Q5713195"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$2200BED0-28B6-42CA-9EBD-3DD6C49CF9E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"66f9656765565465cfe7279239ab001ec710125f","datavalue":{"value":{"entity-type":"item","numeric-id":1054627,"id":"Q1054627"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$58ADE37F-B4E0-4964-A8D8-734EBBEB20A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"75a36ab52af660cdf030bec9ab6f1f46b8672194","datavalue":{"value":{"entity-type":"item","numeric-id":1060768,"id":"Q1060768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$26C434F2-F79E-405D-9010-6910528639F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ab7bfd0e42c1f7cf5dd20e9572d0308253572055","datavalue":{"value":{"entity-type":"item","numeric-id":1293737,"id":"Q1293737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$FC748BF6-CF74-44A9-89E0-60058BE4EA7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b9030385500944b8ee284e17db88b085b17da2a6","datavalue":{"value":{"entity-type":"item","numeric-id":5663627,"id":"Q5663627"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$E5BA2EFB-8A68-4AAF-868E-DBA19EDC8954","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f24f95ccde7ff6b86b4a29082e0579c7e914d0e1","datavalue":{"value":{"entity-type":"item","numeric-id":4071476,"id":"Q4071476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$BB44A501-FFB2-4B3B-8A17-1EB2EBEDC786","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"98eae562d70de1c5041f57c7ca414eafb39700e5","datavalue":{"value":{"entity-type":"item","numeric-id":3783044,"id":"Q3783044"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$724989EF-0D56-476F-A89A-E99EE29F2C00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a59ff9709e0065636983fc6c2b5898c2a541de64","datavalue":{"value":{"entity-type":"item","numeric-id":3996430,"id":"Q3996430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$D5FAF321-0928-4988-AE83-69529B72DA3B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dc16264ed5cd9a93c79e63eedacac08764e4ee5d","datavalue":{"value":{"entity-type":"item","numeric-id":4897041,"id":"Q4897041"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$0813D82D-39E4-4668-AF5F-B342C56ED93C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1b0331eccd37cd8e32af913c9fade64a6271e6a3","datavalue":{"value":{"entity-type":"item","numeric-id":1300509,"id":"Q1300509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$F8637F39-B93B-435A-88FE-07F277065DC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e8409b1b77164d628191fe861838fb89d105e25a","datavalue":{"value":{"entity-type":"item","numeric-id":1367763,"id":"Q1367763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956282$A453FFBB-3A90-4595-9DDA-8D5AB5309AB3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"92702ecb639699df90ac9b0cc473a5d0b6593aa6","datavalue":{"value":"10.1006/JETH.2000.2737","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956282$8D4EB2F3-AC77-40E4-AF89-8799866C284B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"593f6ac746e4d841036703ab692c8fb940987a24","datavalue":{"value":{"entity-type":"item","numeric-id":4792535,"id":"Q4792535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e921f8781684f462e9199bf94732001afba4a718","datavalue":{"value":{"amount":"+0.8599273562431335","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956282$7BD8262A-02BC-4B82-86B0-EBD2E9A15276","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"35215009784d0755900df77889e058bee5cae641","datavalue":{"value":{"entity-type":"item","numeric-id":3783044,"id":"Q3783044"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8c64ffd4bba28f0aa245cf7c4b54735a2ac7a5e0","datavalue":{"value":{"amount":"+0.8265814185142517","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956282$A6EBE68C-1E68-4D7B-9492-73742EBCE5BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bc5723abdff011fde3357c006a9f801786ee27ab","datavalue":{"value":{"entity-type":"item","numeric-id":1770203,"id":"Q1770203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"13f84725ecdffb504916995973a92435e0d0d8d1","datavalue":{"value":{"amount":"+0.826219379901886","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956282$423CF71A-44B8-4789-97F0-218611EDDDC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ecfe6b520c430146dd3d85bfc9e90f713d179a88","datavalue":{"value":{"entity-type":"item","numeric-id":791417,"id":"Q791417"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"562c76caca4435e9c5ece89805a2ce40ab2454ef","datavalue":{"value":{"amount":"+0.7972712516784668","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956282$DD7B846A-84F3-47C4-8F8E-9626A3D50AC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d8e595e557142c8f182aa0de485d170b4bc3f1c1","datavalue":{"value":{"entity-type":"item","numeric-id":2462246,"id":"Q2462246"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"551c6db6587c997234bd9c877aadb8c84518527d","datavalue":{"value":{"amount":"+0.7881047129631042","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956282$218FEAF0-B8D2-4956-8CB5-790B93EE363F","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Asymptotic arbitrage and the APT with or without measure-theoretic structures.","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Asymptotic_arbitrage_and_the_APT_with_or_without_measure-theoretic_structures."}}}}}