Supported in part by NSF grant DMS-0604020.
POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE
Article first published online: 15 JUN 2011
© 2011 Wiley Periodicals, Inc.
Volume 23, Issue 1, pages 39–56, January 2013
How to Cite
Jarrow, R. and Protter, P. (2013), POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE. Mathematical Finance, 23: 39–56. doi: 10.1111/j.1467-9965.2011.00489.x
- Issue published online: 8 JAN 2013
- Article first published online: 15 JUN 2011
- Manuscript received September 2009; final revision received December 2010.
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