Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147): Difference between revisions

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-.1016/j.insmatheco.2004.01.004
@@ Property / DOI: 10.1016/j.insmatheco.2004.01.004 / rank @@
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+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
+Normal rank
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+Dynamic portfolio strategies: Quantitative methods and empirical rules for incomplete information
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+A bounded risk strategy for a market with non-observable parameters.
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+Multiperiod security markets with differential information
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+Q4868516
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Martingales and arbitage in securities markets with transaction costs
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+Q4357647
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+Q4845604
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+Asymptotic arbitrage in large financial markets
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+Normal rank
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+Q4368791
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+Arbitrage and equilibrium in economies with infinitely many commodities
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2004.01.004
@@ Property / DOI: 10.1016/J.INSMATHECO.2004.01.004 / rank @@
+Normal rank