Let v=min(μ1,μ2,...,μn), where μ1,μ2,...,μn are mutually singular nonatomic probability measures, i.e., v is the market game derived from an n-glove nonatomic market with transferable utility. The paper describes the set of all μ-asymptotic values of v, where μ ranges over all nonatomic probability measures for which μi is absolutely continuous with respect to μ and dμ/dμ∈L2(μ) for all 1∈i∈n. This set is proved to be convex and relatively open.
