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  • Search: subject:"arbitrage theory"
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Year of publication
Subject
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Arbitrage 3,160 Theorie 1,501 Theory 1,500 Arbitrage Pricing 619 Arbitrage pricing 618 Portfolio selection 508 Portfolio-Management 508 Börsenkurs 478 Share price 478 CAPM 391 Capital income 320 Kapitaleinkommen 320 USA 289 United States 285 Derivat 283 Derivative 283 Anlageverhalten 240 Behavioural finance 240 Option pricing theory 196 Optionspreistheorie 196 Efficient market hypothesis 194 Effizienzmarkthypothese 194 Welt 190 World 190 Volatility 187 Volatilität 187 Schätzung 186 Wertpapierhandel 186 Estimation 185 Securities trading 185 Financial market 181 Finanzmarkt 181 Risiko 177 Risk 176 Index futures 157 Index-Futures 157 Transaction costs 132 Transaktionskosten 131 Yield curve 129 Zinsstruktur 129
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Online availability
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Free 1,126 Undetermined 725 CC license 34
Type of publication
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Article 1,664 Book / Working Paper 1,504 Other 1
Type of publication (narrower categories)
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Article in journal 1,557 Aufsatz in Zeitschrift 1,557 Graue Literatur 546 Non-commercial literature 546 Working Paper 509 Arbeitspapier 508 Aufsatz im Buch 83 Book section 83 Hochschulschrift 73 Thesis 55 Collection of articles written by one author 17 Sammlung 17 Collection of articles of several authors 15 Sammelwerk 15 Amtsdruckschrift 13 Government document 13 Bibliografie enthalten 9 Bibliography included 9 Conference paper 8 Konferenzbeitrag 8 Aufsatzsammlung 6 Case study 6 Fallstudie 6 Forschungsbericht 5 Conference proceedings 3 Handbook 3 Handbuch 3 Konferenzschrift 3 Lehrbuch 2 Bibliografie 1 Biografie 1 Biography 1 Einführung 1 Interview 1 Mehrbändiges Werk 1 Mikroform 1 Multi-volume publication 1 Nachschlagewerk 1 Ratgeber 1 Reference book 1
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Language
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English 3,048 German 85 French 22 Italian 4 Spanish 3 Undetermined 3 Polish 2 Portuguese 2 Finnish 1 Croatian 1 Norwegian 1
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Author
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Vayanos, Dimitri 35 Chichilnisky, Graciela 27 Jarrow, Robert A. 26 Jouini, Elyès 20 Gromb, Denis 19 Stübinger, Johannes 18 Fung, Joseph K. W. 15 Krauss, Christopher 15 Jiang, Wei 13 Stambaugh, Robert F. 13 Acharya, Viral V. 12 Goldstein, Itay 12 Kempf, Alexander 12 Page, Frank H. 12 Rime, Dagfinn 12 Stein, Jeremy C. 12 Yuan, Yu 12 Dionne, Georges 11 Ghosh, Dilip K. 11 Löffler, Andreas 11 Zigrand, Jean-Pierre 11 Cuong Le Van 10 Dow, James 10 Franzoni, Francesco 10 Rahi, Rohit 10 Fabozzi, Frank J. 9 Fardeau, Vincent 9 Kallal, Hédi D. 9 Lepinette, Emmanuel 9 Poutré, Cédric 9 Verwijmeren, Patrick 9 Branch, Ben Shirley 8 Bühler, Wolfgang 8 Edmans, Alex 8 Gallagher, Liam 8 Guirguis, Michel 8 Kozhan, Roman 8 Moussawi, Rabih 8 Protter, Philip E. 8 Syrstad, Olav 8
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Institution
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National Bureau of Economic Research 50 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 5 Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie 3 Centre for Economic Policy Research 2 Rodney L. White Center for Financial Research 2 University of Strathclyde / Department of Economics 2 Associazione Amici della Scuola Normale Superiore di Pisa 1 Birmingham Business School 1 Bonn Graduate School of Economics 1 Centre for Analytical Finance <Århus> 1 Centro de Estudios Macroeconómicos de Argentina / Universidad 1 Chambre de commerce et d'industrie de Paris 1 Cornell University / Cornell Food and Nutrition Policy Program 1 Deutsche Forschungsgemeinschaft 1 Deutsche Vereinigung für Finanzanalyse und Anlageberatung 1 Deutschland / Bundeswehr / Universität Hamburg 1 Economic Research Southern Africa (ERSA) 1 Ekonomiska forskningsinstitutet <Stockholm> 1 European University Institute / Department of Economics 1 Fakultät für Wirtschaftswissenschaften, Universität Passau 1 Federal Reserve Bank of New York 1 HAL 1 Institut für Höhere Studien 1 Institute of Finance and Accounting <London> 1 International Association of Lawyers 1 Queen Mary College / Department of Economics 1 Research Seminar in International Economics 1 Russell Sage Foundation 1 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> 1 Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> / Projektbereich Variable und Informationsabhängige Strukturen 1 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Stanford Institute for Economic Policy Research 1 Svenska Handelshögskolan <Helsinki> 1 Swiss Finance Institute 1 Technische Universiteit Delft / Department of Mathematics and Computer Science 1 USA / Committee on Governmental Affairs / Permanent Subcommittee on Investigations 1 Union Internationale des Avocats 1 Universitat Pompeu Fabra / Departament d'Economia i Empresa 1
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Published in...
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The journal of futures markets 61 NBER working paper series 49 Journal of financial economics 47 Journal of banking & finance 38 NBER Working Paper 37 The review of financial studies 36 Working paper / National Bureau of Economic Research, Inc. 36 The journal of finance : the journal of the American Finance Association 35 Mathematical finance : an international journal of mathematics, statistics and financial theory 32 Discussion paper / Centre for Economic Policy Research 31 Finance and stochastics 31 Finance research letters 29 Pacific-Basin finance journal 27 International journal of theoretical and applied finance 26 International review of financial analysis 26 Journal of financial markets 22 Journal of international financial markets, institutions & money 22 Quantitative finance 22 Journal of empirical finance 21 Mathematics and financial economics 21 Research paper series / Swiss Finance Institute 21 Journal of financial and quantitative analysis : JFQA 20 Discussion papers / CEPR 19 Management science : journal of the Institute for Operations Research and the Management Sciences 19 International review of economics & finance : IREF 17 Journal of mathematical economics 17 Annals of finance 15 Discussion paper / LSE Financial Markets Group 15 Energy economics 15 Applied economics 14 Review of quantitative finance and accounting 14 Journal of international money and finance 13 Discussion paper 12 Discussion paper / Tinbergen Institute 12 Review of finance : journal of the European Finance Association 12 Risks : open access journal 12 Swiss Finance Institute Research Paper 12 Série des documents de travail / Centre de Recherche en Économie et Statistique 12 The journal of business : B 12 Discussion paper series / Department of Economics, Columbia University 11
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Source
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ECONIS (ZBW) 3,162 RePEc 5 BASE 1 EconStor 1
Showing 771 - 780 of 3,169
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A unifying model for statistical arbitrage : model assumptions and empirical failure
Stephenson, Jeff; Vanstone, Bruce; Hahn, Tobias - In: Computational economics 58 (2021) 4, pp. 943-964
Persistent link: https://www.econbiz.de/10012697772
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Global risk in long-term sovereign debt
Borri, Nicola; Shakhnov, Kirill - In: Review of asset pricing studies : RAPS 11 (2021) 3, pp. 654-693
Persistent link: https://www.econbiz.de/10012620091
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What do deviations from covered interest parity and higher FX hedging costs mean for Asia?
Hong, Gee Hee; Oeking, Anne; Kang, Kenneth H.; Rhee, … - In: Open economies review 32 (2021) 2, pp. 361-394
Persistent link: https://www.econbiz.de/10012548754
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Treasury triplets and the efficiency of the US treasury marketplace
Anderson, Anne M.; Kish, Richard J. - In: International journal of monetary economics and finance … 14 (2021) 5, pp. 427-437
Persistent link: https://www.econbiz.de/10012671199
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Out-of-sample performance of mutual fund predictors
Jones, Christopher S.; Mo, Haitao - In: The review of financial studies 34 (2021) 1, pp. 149-193
Persistent link: https://www.econbiz.de/10012405807
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Currency anomalies
Bartram, Söhnke M.; Djuranovik, Leslie; Garratt, Anthony - 2021
Persistent link: https://www.econbiz.de/10012415112
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Using the short-lived arbitrage model to compute minimum variance hedge ratios : application to indices, stocks and commodities
Hilliard, Jimmy E.; Hilliard, Jitka; Ni, Yinan - In: Quantitative finance 21 (2021) 1, pp. 125-142
Persistent link: https://www.econbiz.de/10012424638
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Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel; Molčanov, Il'ja S. - In: Finance and stochastics 25 (2021) 1, pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
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Trading in fragmented markets
Baldauf, Markus; Mollner, Joshua - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 1, pp. 93-121
Persistent link: https://www.econbiz.de/10012437372
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Quantitative portfolio management : the art and science of statistical arbitrage
Isichenko, Michael - 2021
"Quantitative trading of financial securities is a multi-billion dollar business employing thousands of portfolio managers and quantitative analysts ("quants") trained in mathematics, physics, or other "hard" sciences. The quants trade stocks and other instruments creating liquidity for...
Persistent link: https://www.econbiz.de/10012503642
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