Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Year of publication: |
2003
|
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Authors: | Khan, Ali ; Sun, Yeneng |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 110.2003, 2, p. 337-373
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Theorie | Theory |
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