Pages that link to "Item:Q5956282"
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The following pages link to Asymptotic arbitrage and the APT with or without measure-theoretic structures. (Q5956282):
Displaying 4 items.
- Pricing errors and estimates of risk premia in factor models (Q666460) (← links)
- Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (Q1399558) (← links)
- On abstract economies with an arbitrary set of players and action sets in locally-convex topological vector spaces (Q2075647) (← links)
- On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces (Q6537231) (← links)
