Efficient funds for meager asset spaces

DOI10.1016/0022-0531(87)90064-0zbMath0628.90007MaRDI QIDQ1093505

David C. Nachman

Publication date: 1987

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(87)90064-0

zbMATH Keywords

securities markets; existence and genericity of efficient funds; finite state space models; meager asset space

Mathematics Subject Classification ID

Related Items

OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS, Spanning with indexes, On the non-existence of redundant options, Options and efficiency in spaces of bounded claims, Option spanning with exogenous information structure, A note on spanning with options, APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES, Market completeness: A return to order

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• A simple approach to arbitrage pricing theory
• Spanning and completeness in markets with contingent claims
• Martingales and arbitrage in multiperiod securities markets
• A characterization of the distributions that imply mean-variance utility functions
• Sequences of contractions on L\(^1\)-spaces
• Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
• Options and Efficiency
• Option pricing when underlying stock returns are discontinuous