Short-term relative arbitrage in volatility-stabilized markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10436-007-0085-z.pdf
Reference3 articles.
1. Fernholz E.R. (2002). Stochastic Portfolio Theory. Springer, New York
2. Fernholz R., Karatzas I. and Kardaras C. (2005). Diversity and arbitrage in equity markets. Finance Stoch 9: 1–27
3. Fernholz R. and Karatzas I. (2005). Relative arbitrage in volatility-stabilized markets. Ann Finance 1: 149–177
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