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"Diversity and relative arbitrage in equity markets."

Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras (2005)

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DOI: 10.1007/S00780-004-0129-4

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/FernholzKK05
Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras:
Diversity and relative arbitrage in equity markets. Finance Stochastics 9(1): 1-27 (2005)

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