M. Ali Khan, Yeneng Sun. Exact arbitrage, well-diversified portfolios and asset pricing in large markets. J. Economic Theory, 110(2):337-373, 2003. [doi]
@article{KhanS03-1,
title = {Exact arbitrage, well-diversified portfolios and asset pricing in large markets},
author = {M. Ali Khan and Yeneng Sun},
year = {2003},
doi = {10.1016/S0022-0531(03)00038-3},
url = {http://dx.doi.org/10.1016/S0022-0531(03)00038-3},
researchr = {https://researchr.org/publication/KhanS03-1},
cites = {0},
citedby = {0},
journal = {J. Economic Theory},
volume = {110},
number = {2},
pages = {337-373},
}