WebHuberman (1982)formalizesRoss’ (1976a)heuristic argument. A portfoliov is an n×1 vector. The cost of the portfolio v is v0ı, the income from it is v0r, and its return is v0r/v ı (if its cost is not zero). Huberman defines arbitrage as the existence of zero-cost 3 portfolios such that a subsequence {w} satisfies lim n→∞ E[w0r]=∞ and lim n→∞ http://hubermans.com/
The Brain Body Contract - Huberman Lab
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