Balance, growth and diversity of financial markets
Year of publication: |
2008
|
---|---|
Authors: | Kardaras, Constantinos |
Published in: |
Annals of Finance. - Springer. - Vol. 4.2008, 3, p. 369-397
|
Publisher: |
Springer |
Subject: | Diversity | Equivalent Martingale measure | Arbitrage | Efficiency |
-
Diversity and arbitrage in a regulatory breakup model
Strong, Winslow, (2011)
-
Malliavin's calculus in insider models: Additional utility and free lunches
Imkeller, Peter, (2002)
-
Finitely Additive Equivalent Martingale Measures
Berti, Patrizia, (2010)
- More ...
-
Effective risk aversion in thin risk‐sharing markets
Anthropelos, Michail, (2020)
-
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis, (2007)
-
Equilibrium in risk-sharing games
Anthropelos, Michail, (2014)
- More ...