Market selection and survival of investment strategies
Article Abstract:
The process of market selection of investment strategies in an incomplete market of short-lived assets is analyzed. A model to study asset payoffs depending on exogenous random factors is presented.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2005
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Limits to arbitrage when market participation is restricted
Article Abstract:
The usage of arbitrage opportunities and their limitations in financial markets are studied.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
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