Diversity and arbitrage in a regulatory breakup model
| Year of publication: |
2011
|
|---|---|
| Authors: | Strong, Winslow ; Fouque, Jean-Pierre |
| Published in: |
Annals of Finance. - Springer. - Vol. 7.2011, 3, p. 349-374
|
| Publisher: |
Springer |
| Subject: | Diversity | Arbitrage | Relative arbitrage | Equivalent martingale measure | Antitrust | Regulation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009326712