M. Ali Khan, Yeneng Sun. Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures. J. Economic Theory, 101(1):222-251, 2001. [doi]
@article{KhanS01-0,
title = {Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures},
author = {M. Ali Khan and Yeneng Sun},
year = {2001},
doi = {10.1006/jeth.2000.2737},
url = {http://dx.doi.org/10.1006/jeth.2000.2737},
researchr = {https://researchr.org/publication/KhanS01-0},
cites = {0},
citedby = {0},
journal = {J. Economic Theory},
volume = {101},
number = {1},
pages = {222-251},
}