Arbitrage with financial constraints and market power
Year of publication: |
2022
|
---|---|
Authors: | Fardeau, Vincent |
Publisher: |
Moscow : Higher School of Economics Publ. House |
Subject: | limits of arbitrage | liquidity | strategic arbitrage | market structure | price impact | margin requirements | VaR | Arbitrage | Theorie | Theory | Marktmacht | Market power | Arbitrage Pricing | Arbitrage pricing | Marktstruktur | Market structure | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Finanzmarktregulierung | Financial market regulation | Liquidität | Liquidity |
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