✦ LIBER ✦

Exact arbitrage, well-diversified portfolios and asset pricing in large markets

✍ Scribed by M.Ali Khan; Yeneng Sun

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exact arbitrage and portfolio analysis i

✍ M. Ali Khan; Yeneng Sun 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 297 KB

Asymptotic arbitrage and numéraire portf

✍ Dmitry B. Rokhlin 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 486 KB

Factor Analysis and Arbitrage Pricing in

✍ Nabil I. Al-Najjar 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 371 KB

The Impact of Large Changes in Asset Pri

✍ Ehud I. Ronn; Akin Sayrak; Stathis Tompaidis 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 244 KB