From small markets to big markets
Work
Year: 2020
Type: article
Abstract: We study the most famous example of a large financial market: the Arbitrage Pricing Model, where investors can trade in a one-period setting with countably many assets admitting a factor structure. We... more
Source: Banach Center Publications
Authors Laurence Carassus, Miklós Rásonyi
Cites: 19
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 49.42
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: bronze