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Balance, growth and diversity of financial markets

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  • Constantinos Kardaras

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Suggested Citation

  • Constantinos Kardaras, 2008. "Balance, growth and diversity of financial markets," Annals of Finance, Springer, vol. 4(3), pages 369-397, July.
    • Handle: RePEc:kap:annfin:v:4:y:2008:i:3:p:369-397
    DOI: 10.1007/s10436-007-0083-1
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    References listed on IDEAS

    as
    1. Robert Fernholz & Ioannis Karatzas & Constantinos Kardaras, 2005. "Diversity and relative arbitrage in equity markets," Finance and Stochastics, Springer, vol. 9(1), pages 1-27, January.
    2. Fama, Eugene F & MacBeth, James D, 1974. "Long-Term Growth in a Short-Term Market," Journal of Finance, American Finance Association, vol. 29(3), pages 857-885, June.
    3. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Johannes Ruf, 2010. "Hedging under arbitrage," Papers 1003.4797, arXiv.org, revised May 2011.
    2. Andrey Sarantsev, 2014. "On a class of diverse market models," Annals of Finance, Springer, vol. 10(2), pages 291-314, May.
    3. Alexander Vervuurt, 2015. "Topics in Stochastic Portfolio Theory," Papers 1504.02988, arXiv.org.

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    More about this item

    Keywords

    Diversity; Equivalent Martingale measure; Arbitrage; Efficiency; G14;
    All these keywords.

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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