Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Multiplicative approximation of wealth processes involving no-short-sale
  strategies via simple trading   A financial market model with general semimartingale asset-price processes
and where agents can only trade using no-short-sales strategies is considered.
We show that wealth processes using continuous trading can be approximated very
closely by wealth processes using simple combinations of buy-and-hold trading.
This approximation is based on controlling the proportions of wealth invested
in the assets. As an application, the utility maximization problem is
considered and it is shown that optimal expected utilities and wealth processes
resulting from continuous trading can be approximated arbitrarily well by the
use of simple combinations of buy-and-hold strategies.

16
The categories of this paper are: stat
24
The categories of this paper are: dg-ga
34
The categories of this paper are: chem-ph
18
The categories of this paper are: econ
36
The categories of this paper are: cmp-lg
9
The categories of this paper are: nlin
13
The categories of this paper are: quant-ph
11
The categories of this paper are: hep-lat
7
The categories of this paper are: hep-th
19
The categories of this paper are: eess
27
The categories of this paper are: comp-gas
4
The categories of this paper are: cond-mat
3
The categories of this paper are: physics
8
The categories of this paper are: hep-ex
5
The categories of this paper are: gr-qc
0
The categories of this paper are: hep-ph