Exact arbitrage, well-diversified portfolios and asset pricing in large markets
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- 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.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Birge, John R. & Yang, Song, 2007. "A model for tax advantages of portfolios with many assets," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3269-3290, November.
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