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.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2005
United Kingdom, Analysis, Investments, Investment management, Econometric models
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.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
Netherlands, Forecasts, trends, outlooks, Switzerland, Usage, Economic aspects, Forecasts and trends, Market trend/market analysis, Arbitrage
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Financial markets
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