Diversity and relative arbitrage in equity markets

• 1 January 2005
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 9  (1) , 1-27
• https://doi.org/10.1007/s00780-004-0129-4

Abstract

Keywords

• DIVERSITY
• CALL
• DIFFERENTIAL
• RELATIVE ARBITRAGE
• NOTIONS
• WEAK
• MARKETS AN EQUITY

All Related Versions

• Version 1, 2008-03-20, ArXiv (Unconfirmed version)
• Version 1, 2008-01-01, RePEc (Unconfirmed version)