Matches in SemOpenAlex for { <https://semopenalex.org/work/W2020164473> ?p ?o ?g. }
- W2020164473 abstract "The main result of the paper is a version of the fundamental theorem of asset pricing (FTAP) for large financial markets based on an asymptotic concept of no market free lunch for monotone concave preferences. The proof uses methods from the theory of Orlicz spaces. Moreover, various notions of no asymptotic arbitrage are characterized in terms of no asymptotic market free lunch; the difference lies in the set of utilities. In particular, it is shown directly that no asymptotic market free lunch with respect to monotone concave utilities is equivalent to no asymptotic free lunch. In principle, the paper can be seen as the large financial market analogue of [Math. Finance 14 (2004) 351–357] and [Math. Finance 16 (2006) 583–588]." @default.
- W2020164473 created "2016-06-24" @default.
- W2020164473 creator A5050337833 @default.
- W2020164473 date "2006-11-01" @default.
- W2020164473 modified "2023-10-16" @default.
- W2020164473 title "Market free lunch and large financial markets" @default.
- W2020164473 cites W126822264 @default.
- W2020164473 cites W1509154951 @default.
- W2020164473 cites W1526489138 @default.
- W2020164473 cites W1599297873 @default.
- W2020164473 cites W1965390163 @default.
- W2020164473 cites W1967069346 @default.
- W2020164473 cites W1973025330 @default.
- W2020164473 cites W2019923367 @default.
- W2020164473 cites W2041550349 @default.
- W2020164473 cites W2044975479 @default.
- W2020164473 cites W2076458153 @default.
- W2020164473 cites W2076907650 @default.
- W2020164473 cites W2078274626 @default.
- W2020164473 cites W2081877251 @default.
- W2020164473 cites W2084748555 @default.
- W2020164473 cites W2089020092 @default.
- W2020164473 cites W2095487918 @default.
- W2020164473 cites W2100630492 @default.
- W2020164473 cites W2102721153 @default.
- W2020164473 cites W2312258345 @default.
- W2020164473 cites W2784772637 @default.
- W2020164473 cites W3123285480 @default.
- W2020164473 cites W3141991840 @default.
- W2020164473 cites W3121485408 @default.
- W2020164473 doi "https://doi.org/10.1214/105051606000000484" @default.
- W2020164473 hasPublicationYear "2006" @default.
- W2020164473 type Work @default.
- W2020164473 sameAs 2020164473 @default.
- W2020164473 citedByCount "4" @default.
- W2020164473 countsByYear W20201644732015 @default.
- W2020164473 countsByYear W20201644732016 @default.
- W2020164473 countsByYear W20201644732017 @default.
- W2020164473 crossrefType "journal-article" @default.
- W2020164473 hasAuthorship W2020164473A5050337833 @default.
- W2020164473 hasBestOaLocation W20201644731 @default.
- W2020164473 hasConcept C10138342 @default.
- W2020164473 hasConcept C119047807 @default.
- W2020164473 hasConcept C134306372 @default.
- W2020164473 hasConcept C142450864 @default.
- W2020164473 hasConcept C144237770 @default.
- W2020164473 hasConcept C149782125 @default.
- W2020164473 hasConcept C160623529 @default.
- W2020164473 hasConcept C162324750 @default.
- W2020164473 hasConcept C17744445 @default.
- W2020164473 hasConcept C181236170 @default.
- W2020164473 hasConcept C186764553 @default.
- W2020164473 hasConcept C19244329 @default.
- W2020164473 hasConcept C199539241 @default.
- W2020164473 hasConcept C2524010 @default.
- W2020164473 hasConcept C2834757 @default.
- W2020164473 hasConcept C28451198 @default.
- W2020164473 hasConcept C28826006 @default.
- W2020164473 hasConcept C33923547 @default.
- W2020164473 hasConcept C72169020 @default.
- W2020164473 hasConcept C93373587 @default.
- W2020164473 hasConcept C94625758 @default.
- W2020164473 hasConceptScore W2020164473C10138342 @default.
- W2020164473 hasConceptScore W2020164473C119047807 @default.
- W2020164473 hasConceptScore W2020164473C134306372 @default.
- W2020164473 hasConceptScore W2020164473C142450864 @default.
- W2020164473 hasConceptScore W2020164473C144237770 @default.
- W2020164473 hasConceptScore W2020164473C149782125 @default.
- W2020164473 hasConceptScore W2020164473C160623529 @default.
- W2020164473 hasConceptScore W2020164473C162324750 @default.
- W2020164473 hasConceptScore W2020164473C17744445 @default.
- W2020164473 hasConceptScore W2020164473C181236170 @default.
- W2020164473 hasConceptScore W2020164473C186764553 @default.
- W2020164473 hasConceptScore W2020164473C19244329 @default.
- W2020164473 hasConceptScore W2020164473C199539241 @default.
- W2020164473 hasConceptScore W2020164473C2524010 @default.
- W2020164473 hasConceptScore W2020164473C2834757 @default.
- W2020164473 hasConceptScore W2020164473C28451198 @default.
- W2020164473 hasConceptScore W2020164473C28826006 @default.
- W2020164473 hasConceptScore W2020164473C33923547 @default.
- W2020164473 hasConceptScore W2020164473C72169020 @default.
- W2020164473 hasConceptScore W2020164473C93373587 @default.
- W2020164473 hasConceptScore W2020164473C94625758 @default.
- W2020164473 hasIssue "4" @default.
- W2020164473 hasLocation W20201644731 @default.
- W2020164473 hasLocation W20201644732 @default.
- W2020164473 hasLocation W20201644733 @default.
- W2020164473 hasOpenAccess W2020164473 @default.
- W2020164473 hasPrimaryLocation W20201644731 @default.
- W2020164473 hasRelatedWork W1505279274 @default.
- W2020164473 hasRelatedWork W1964459921 @default.
- W2020164473 hasRelatedWork W2020164473 @default.
- W2020164473 hasRelatedWork W2145084374 @default.
- W2020164473 hasRelatedWork W2193497782 @default.
- W2020164473 hasRelatedWork W3034710810 @default.
- W2020164473 hasRelatedWork W3122589000 @default.
- W2020164473 hasRelatedWork W3123196053 @default.
- W2020164473 hasRelatedWork W3124822533 @default.
- W2020164473 hasRelatedWork W3198097687 @default.
- W2020164473 hasVolume "16" @default.