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Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
Xiaotie Deng
Zhongfei Li
Shouyang Wang
Hailiang Yang
Published in:
Ann. Oper. Res. (2005)
Keyphrases
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sufficient conditions
financial markets
portfolio management
stock price
stock market
trading strategies
portfolio selection
exponential stability
asymptotic stability
lyapunov function
linear systems
fuzzy clustering
trading systems