Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (Q1399558)

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scientific article; zbMATH DE number 1957028
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    Exact arbitrage, well-diversified portfolios and asset pricing in large markets.
    scientific article; zbMATH DE number 1957028

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      Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (English)
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      30 July 2003
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      Exact arbitrage
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      asymptotic arbitrage
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      exact law of large numbers
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      well-diversified portfolio
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      essential risk
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      arbitrage pricing theory
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      Loeb measure space
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