A General Approach to the Arbitrage Pricing Theory (APT)
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- Khan, M. Ali & Sun, Yeneng, 2001.
"Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures,"
Journal of Economic Theory,
Elsevier, vol. 101(1), pages 222-251, November.
- Khan, A. & Sun, Y., 2000. "Asymptotic Arbitrage and the APT with or Without Measure-Theoretic Structures," Papiers d'Economie MathÃ©matique et Applications 2000.81, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
- Werner, Jan, 1997. "Diversification and Equilibrium in Securities Markets," Journal of Economic Theory, Elsevier, vol. 75(1), pages 89-103, July.
- Rinaldi, Francesca, 2009. "Endogenous incompleteness of financial markets: The role of ambiguity and ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 880-901, December.
- Khan, M. Ali & Sun, Yeneng, 2003.
"Exact arbitrage, well-diversified portfolios and asset pricing in large markets,"
Journal of Economic Theory,
Elsevier, vol. 110(2), pages 337-373, June.
- Ali Khan, M. & Sun, Yeneng, 2001. "Exact arbitrage, well-diversified portfolios and asset pricing in large markets," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 420, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- M Ali Khan & Yeneng Sun, 2002. "Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets," Economics Working Paper Archive 483, The Johns Hopkins University,Department of Economics.
- M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation for Research in Economics, Yale University.
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