Similar Search Results

Sources of financial synchronism : arbitrage theory and the promise of risk-free profit

Langenohl, Andreas - In: Finance and society 4 (2018) 1, pp. 26-40

This article argues that the temporality of the financial economy ought to be seen as radically synchronistic. "Synchronism" refers to both an epistemological and practical approach that addresses finance neither with a view to the past nor to the future, but is instead focused on the moment...

Persistent link: https://www.econbiz.de/10012034585

Applying ESG-based arbitrage with ETFs

Rompotis, Gerasimos G. - In: International journal of accounting and finance 11 (2022) 2, pp. 99-114

Persistent link: https://www.econbiz.de/10014306703

On the Nelson-Siegel-Svensson No-Arbitrage Yield Curve Models

Medvedev, Gennady - 2017

It is shown that the requirement to satisfy the no-arbitrage conditions specifies the Nelson–Siegel–Svensson model in … stochastic processes is produced under objective probability measure, i.e. taking into account risk market prices. It is shown …

Persistent link: https://www.econbiz.de/10012953864

A new econometric model of index arbitrage

Taylor, Nicholas - In: European financial management : the journal of the … 13 (2007) 1, pp. 159-183

Persistent link: https://www.econbiz.de/10003550387

The profitability of lead-lag arbitrage at high-frequency

Poutré, Cédric; Dionne, Georges; Yergeau, Gabriel - 2022

Persistent link: https://www.econbiz.de/10013370349

The profitability of lead-lag arbitrage at high-frequency

Poutré, Cédric; Dionne, Georges; Yergeau, Gabriel - 2022

Persistent link: https://www.econbiz.de/10013380798

The profitability of lead-lag arbitrage at high frequency

Poutré, Cédric; Dionne, Georges; Yergeau, Gabriel - In: International journal of forecasting 40 (2024) 3, pp. 1002-1021

Persistent link: https://www.econbiz.de/10014547234

R 2 and idiosyncratic risk are not interchangeable

Li, Bin; Rajgopal, Shivaram; Venkatachalam, Mohan - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 2261-2295

Persistent link: https://www.econbiz.de/10010469131

Operations and finance interactions

Birge, John R. - In: Manufacturing & service operations management : M & SOM 17 (2015) 1, pp. 4-15

Persistent link: https://www.econbiz.de/10010497609

Catching falling knives : speculating on liquidity shocks

Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2573-2591

Persistent link: https://www.econbiz.de/10011741403