Sibirskii Zhurnal Industrial'noi Matematiki
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Sibirskii Zhurnal Industrial'noi Matematiki, 2002, Volume 5, Number 1, Pages 133–144 (Mi sjim158)  
This article is cited in 3 scientific papers (total in 3 papers)

A criterion for the nonexistence of the asymptotic free lunch in a finite-dimensional market under convex portfolio constraints and convex transaction costs

D. B. Rokhlin

Rostov State University
Full-text PDF (273 kB) Citations (3)
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Received: 12.01.2001
Revised: 25.12.2001
Bibliographic databases:
UDC: 3517.977.54
Language: Russian
Citation: D. B. Rokhlin, “A criterion for the nonexistence of the asymptotic free lunch in a finite-dimensional market under convex portfolio constraints and convex transaction costs”, Sib. Zh. Ind. Mat., 5:1 (2002), 133–144
Citation in format AMSBIB
\Bibitem{Rok02}
\by D.~B.~Rokhlin
\paper A~criterion for the nonexistence of the asymptotic free lunch in a~finite-dimensional market under convex portfolio constraints and convex transaction costs
\jour Sib. Zh. Ind. Mat.
\yr 2002
\vol 5
\issue 1
\pages 133--144
\mathnet{http://mi.mathnet.ru/sjim158}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1964608}
\zmath{https://zbmath.org/?q=an:1023.91014}
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  • https://www.mathnet.ru/eng/sjim/v5/i1/p133
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский журнал индустриальной математики
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