Short-term relative arbitrage in volatility-stabilized markets
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Publication:665831
DOI10.1007/s10436-007-0085-zzbMath1233.91234OpenAlexW2106459003MaRDI QIDQ665831
Adrian D. Banner, Daniel Fernholz
Publication date: 6 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-007-0085-z
Microeconomic theory (price theory and economic markets) (91B24) Generalizations of martingales (60G48) Portfolio theory (91G10)
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