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Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures

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Author Info
Khan, M. Ali
Sun, Yeneng

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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 101 (2001)
Issue (Month): 1 (November)
Pages: 222-251
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Handle: RePEc:eee:jetheo:v:101:y:2001:i:1:p:222-251

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  1. Khan, M. Ali & Sun, Yeneng, 2001. "Exact Arbitrage, Well-Diversified Portfolios and Asset Pricing in Large Markets," Economics Working Papers (Ensaios Economicos da EPGE) 420, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:
  2. M Ali Khan & Yeneng Sun, 2002. "Exact Arbitrage and Portfolio Analysis in Large Asset Markets," Economics Working Paper Archive 484, The Johns Hopkins University,Department of Economics. [Downloadable!]
    Other versions:
  3. Frederik Herzberg, 2008. "On the foundations of Lévy finance: Equilibrium for a single-agent financial market with jumps," Working Papers 406, Bielefeld University, Institute of Mathematical Economics. [Downloadable!]
  4. Michailidis, G., 2009. "Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1). [Downloadable!] (restricted)
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