scientific article; zbMATH DE number 1867100

zbMATH Open1035.91033MaRDI QIDQ4792535FDOQ4792535

Authors: Xiaoai Lin, Xia Liu, Yeneng Sun 

Publication date: 24 March 2003

Title of this publication is not available (Why is that?)

Recommendations

• Asymptotic arbitrage and the APT with or without measure-theoretic structures.
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zbMATH Keywords

asymptotic arbitragepricingapproximate factor structure

Mathematics Subject Classification ID

Cited In (3)

• A General Approach to the Arbitrage Pricing Theory (APT)
• Arbitrage pricing theory and risk-neutral measures
• Asymptotic arbitrage and the APT with or without measure-theoretic structures.

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