Diversity and arbitrage in a regulatory breakup model

Winslow Strong and Jean-Pierre Fouque ()

Annals of Finance, 2011, vol. 7, issue 3, 349-374

Keywords: Diversity; Arbitrage; Relative arbitrage; Equivalent martingale measure; Antitrust; Regulation; G11 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (8)

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Working Paper: Diversity and Arbitrage in a Regulatory Breakup Model (2010)
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DOI: 10.1007/s10436-010-0175-1

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