Diversity and arbitrage in a regulatory breakup model

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Author
Strong, Winslow
Fouque, Jean-Pierre
Date
2011-08
Type
    Journal Article
Publication status
published
External links
Journal / series
Annals of Finance
Volume
7(3)
Pages / Article No.
349 - 374
Publisher
Springer
Subject
Diversity; Arbitrage; Relative arbitrage; Equivalent martingale measure; Antitrust; Regulation
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin  
Notes
Received 20 August 2010, Accepted 28 December 2010, Published online 9 January 2011.
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