scientific article; zbMATH DE number 1867100

zbMATH Open1035.91033MaRDI QIDQ4792535FDOQ4792535

Yeneng Sun, Xia Liu, Xiaoai Lin

Publication date: 24 March 2003

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

zbMATH Keywords

asymptotic arbitragepricingapproximate factor structure

Mathematics Subject Classification ID

Cited In (2)

• Arbitrage pricing theory and risk-neutral measures
• Asymptotic arbitrage and the APT with or without measure-theoretic structures.

   Recommendations

• Asymptotic arbitrage and the APT with or without measure-theoretic structures. 👍 👎
• Arbitrage pricing theory and risk-neutral measures 👍 👎
• A General Approach to the Arbitrage Pricing Theory (APT) 👍 👎
• Exact arbitrage, well-diversified portfolios and asset pricing in large markets. 👍 👎
• ARBITRAGE PRICING THEORY IN ERGODIC MARKETS 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4792535)