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  • Search: subject:"Relative value"
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Year of publication
Subject
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relative value 10 Portfolio selection 9 Portfolio-Management 9 Arbitrage 8 Relative value 8 Anlageverhalten 6 Behavioural finance 6 Markov decision process 5 Securities trading 5 Wertpapierhandel 5 CAPM 4 Capital income 4 Financial investment 4 Kapitalanlage 4 Kapitaleinkommen 4 Relative value function 4 life-saving programs 4 relative value of life 4 Arbitrage Pricing 3 Arbitrage pricing 3 Asset Management 3 Decision 3 Entscheidung 3 Fin4Cast 3 Hedging 3 Implementation Shortfall 3 Investment Fund 3 Investmentfonds 3 Markov chain 3 Markov-Kette 3 Pair Trading 3 Pairs trading 3 Relative Value Strategy 3 Relative-value arbitrage 3 Slippage 3 Theorie 3 Theory 3 Welt 3 World 3 asset management 3
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Online availability
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Free 28 Undetermined 23 CC license 2
Type of publication
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Article 37 Book / Working Paper 23
Type of publication (narrower categories)
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Article in journal 23 Aufsatz in Zeitschrift 23 Working Paper 8 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 4 Article 4 Aufsatz im Buch 1 Book section 1 Collection of articles of several authors 1 Conference proceedings 1 Konferenzschrift 1 Proceedings 1 Sammelwerk 1 research-article 1
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Language
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English 44 Undetermined 15 German 1
Author
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Asche, Frank 4 Oglend, Atle 4 Osmundsen, Petter 4 Bray, Robert L. 3 Gartner, Martin 3 Haiss, Peter R. 3 Krauss, Christopher 3 Loistl, Otto 3 Mahmud, Minhaj 3 Martinsson, Peter 3 Merton, Robert C. 3 Sammer, Bernhard 3 Sowa, Urszula 3 Zellner, Stephan 3 Al-Maskati, Nawaf 2 Alb, Silviu Iulian 2 Andersen, Asger Lau 2 Balling, Morten 2 Billio, Monica 2 Calès, Ludovic 2 Cavazos-Cadena, Rolando 2 Feng, Zhao 2 Guegan, Dominique 2 Jacobs, Heiko 2 Johansson-Stenman, Olof 2 Legros, Benjamin 2 Luo, Zhen 2 Oprea, Andreea 2 Rybinski, Krzysztof 2 Seppälä, Juha 2 Viertiö, Petri 2 Weber, Martin 2 Zhang, Jianbao 2 Zinner, Christine 2 Andrén, Daniela 1 Backhaus, Achim 1 Beyhs, Oliver 1 Bhargava, Hemant K. 1 Boguslavskaya, Elena 1 Boguslavsky, Michael 1
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Institution
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EconWPA 2 Nationalekonomiska institutionen, Handelshögskolan 2 CESifo 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre for Economic Research, School of Economics and Management Studies 1 Economic Policy Research Unit (EPRU), Økonomisk Institut 1 HAL 1 International Monetary Fund (IMF) 1 New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München> 1 SUERF - The European Money and Finance Forum 1 Suomen Pankki 1
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Published in...
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EPRU Working Paper Series 2 Finance 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 SUERF Studies 2 Working Papers in Economics 2 Bank of Finland Discussion Papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 China Political Economy (CPE) 1 China political economy 1 Classroom Companion: Business 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Statistics 1 Computational economics 1 Documents de travail du Centre d'Economie de la Sorbonne 1 Economic research 1 Energy economics 1 Essays on exchange traded funds, market quality and arbitrage 1 European journal of operational research : EJOR 1 Finance and economics discussion series 1 Financial Markets and Portfolio Management 1 Finante - provocarile viitorului (Finance - Challenges of the Future) 1 Health Economics 1 History of economic thought and policy 1 IMF Working Papers 1 IWQW Discussion Papers 1 IWQW discussion paper series 1 International journal of theoretical and applied finance 1 Journal of Accounting in Emerging Economies 1 Journal of Financial Markets 1 Journal of Risk and Financial Management 1 Journal of business research : JBR 1 Journal of economic surveys 1 Journal of financial markets 1 Journal of risk and financial management : JRFM 1 Keele Economics Research Papers 1 Management decision 1 Mathematical Methods of Operations Research 1
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Source
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ECONIS (ZBW) 30 RePEc 20 EconStor 9 Other ZBW resources 1
Showing 21 - 30 of 60
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Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price
Asche, Frank; Oglend, Atle; Osmundsen, Petter - CESifo - 2015
When natural gas prices are subject to periodic decoupling from oil prices, for instance due to peak-load pricing, conventional linear models of price dynamics such as the Vector Error Correction Model (VECM) can lead to erroneous inferences about cointegration relationships, price adjustments...
Persistent link: https://www.econbiz.de/10011194232
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Modeling UK natural gas prices when gas prices periodically decouple from the oil price
Asche, Frank; Oglend, Atle; Osmundsen, Petter - 2015
When natural gas prices are subject to periodic decoupling from oil prices, for instance due to peak-load pricing, conventional linear models of price dynamics such as the Vector Error Correction Model (VECM) can lead to erroneous inferences about cointegration relationships, price adjustments...
Persistent link: https://www.econbiz.de/10010486860
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Statistical arbitrage pairs trading strategies : review and outlook
Krauss, Christopher - 2015
This survey reviews the growing literature on pairs trading frameworks, i.e., relative-value arbitrage strategies …
Persistent link: https://www.econbiz.de/10011312752
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Value investing across asset classes
Zhakanova, Aliya; Backhaus, Achim; Jung, Dennis - In: Economic research 32 (2019) 1,2, pp. 1407-1429
Persistent link: https://www.econbiz.de/10012390567
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Markov decision processes with exogenous variables
Bray, Robert L. - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4598-4606
Persistent link: https://www.econbiz.de/10012118085
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Dynamic repositioning strategy in a bike-sharing system : how to prioritize and how to rebalance a bike station
Legros, Benjamin - In: European journal of operational research : EJOR 272 (2019) 2, pp. 740-753
Persistent link: https://www.econbiz.de/10011942393
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The effect of financing hospital health care providers through updated Diagnosis Related Groups. Case studies: the municipal hospitals in Romania
OLTEANU, Emil; SZORA, Attila TAMAS; DOBRA, Iulian Bogdan - In: Finante - provocarile viitorului (Finance - Challenges … 1 (2014) 16, pp. 70-81
In our scientific approach we tried to develop a model with which to highlight the effect of financing hospital health care providers using the hospital's Diagnosis Related Groups (DRG) and Mean Relative Values (MRV). The econometric model used is simple linear regression model form. Development...
Persistent link: https://www.econbiz.de/10011074917
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Waiting time based routing policies to parallel queues with percentiles objectives
Legros, Benjamin - In: Operations research letters 46 (2018) 3, pp. 356-361
Persistent link: https://www.econbiz.de/10011873648
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Relative value hedge funds : a behavioral modeling of hedge fund risk and return factors
Swartz, L. Mick; Emami-Langroodi, Farrokh - In: The journal of behavioral finance : a publication of … 19 (2018) 4, pp. 462-482
Persistent link: https://www.econbiz.de/10012009755
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Relative value arbitrage in European commodity markets
Hain, Martin; Hess, Julian; Uhrig-Homburg, Marliese - In: Energy economics 69 (2018), pp. 140-154
Persistent link: https://www.econbiz.de/10011941222
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