Existence of an Arbitrage about Portfolio in an Unequilibrium Market
CSTR:
Author:
Affiliation:

Clc Number:

F830.59 F224

Fund Project:

  • Article
  • |
  • Figures
  • |
  • Metrics
  • |
  • Reference
  • |
  • Related
  • |
  • Cited by
  • |
  • Materials
  • |
  • Comments
    Abstract:

    This article has discussed the problem of an arbitrage about an portfolio in an unequilimarket and got a determinable theorem about existence of an arbitrage about an portfolio. According to this theorem,an arbitrage about portfolio is not existing if there exists a respect martignal measure.A structural result about existence of arbitrage about an portfolio in a market is gotten. All results represent the existence of an arbitrage about an portfolio is related closely to the type of market.

    Reference
    Related
    Cited by
Get Citation

傅强 薄兴成.非均衡市场中投资组合套利的存在性[J].重庆大学学报,2001,24(5):123~126

Copy
Related Videos

Share
Article Metrics
  • Abstract:
  • PDF:
  • HTML:
  • Cited by:
History
  • Received:
  • Revised:March 13,2001
  • Adopted:
  • Online:
  • Published:
Article QR Code