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    • Exact arbitrage, well-diversified portfolios and asset pricing in large markets 

      Ali Khan, M.; Sun, Yeneng (Escola de Pós-Graduação em Economia da FGV, 2001-05-01)
      In a model of a nancial market with an atomless continuum of assets, we give a precise and rigorous meaning to the intuitive idea of a \well-diversi ed' portfolio and to a notion of \exact arbitrage'. We show this notion ...