摘要翻译：
抽象地定义了一个财富过程集，它由包含严格正半鞅且满足直观重平衡性质的非负C{A}DL{A}g过程组成。在不存在第一类套利的条件下，证明了所有的财富过程都是半鞅的，并且Emery拓扑中的财富过程集的闭包包含所有的“最优”财富过程。
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英文标题：
《On the closure in the Emery topology of semimartingale wealth-process
  sets》
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作者：
Constantinos Kardaras
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最新提交年份：
2013
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Portfolio Management        项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  A wealth-process set is abstractly defined to consist of nonnegative c\`{a}dl\`{a}g processes containing a strictly positive semimartingale and satisfying an intuitive re-balancing property. Under the condition of absence of arbitrage of the first kind, it is established that all wealth processes are semimartingales and that the closure of the wealth-process set in the Emery topology contains all "optimal" wealth processes.
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PDF链接：
https://arxiv.org/pdf/1108.0945