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Trading strategies generated by Lyapunov functions

Karatzas, Ioannis; Ruf, Johannes - In: Finance and stochastics 21 (2017) 3, pp. 753-787

Persistent link: https://www.econbiz.de/10011944423

No-arbitrage up to random horizon for quasi-left-continuous models

Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 21 (2017) 4, pp. 1103-1139

Persistent link: https://www.econbiz.de/10011944480

No-arbitrage under a class of honest times

Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 22 (2018) 1, pp. 127-159

Persistent link: https://www.econbiz.de/10011945638

On arbitrage and duality under model uncertainty and portfolio constraints

Bayraktar, Erhan; Zhou, Zhou - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 988-1012

Persistent link: https://www.econbiz.de/10011765002

Trading volume, illiquidity and commonalities in FX markets

Ranaldo, Angelo; Santucci de Magistris, Paolo - 2018

, volatility, and illiquidity, (ii) stronger commonalities pertain to more efficient (arbitrage-free) currencies, and (iii) the … Amihud (2002) measure, for which we provide a theoretical underpinning, is effective in measuring FX illiquidity. Not only do … method to measure FX illiquidity and commonality. For investors, these insights should increase the efficiency of trading and …

Persistent link: https://www.econbiz.de/10011946662

Drivers of illiquidity in the asean sovereign bond market

Kinateder, Harald; Bauer, Robert; Wagner, Niklas F. - In: Bulletin of monetary economics and banking 23 (2020) 4, pp. 501-524

Persistent link: https://www.econbiz.de/10012423384

Chapter 3 World military expenditures

Brzoska, Michael - In: Handbook of defense economics : volume 1, (pp. 45-67). 1995

Military expenditure is difficult to define. Major issues are functional versus institutional approaches to defense, indirect and intangible costs and benefits and current versus comprehensive accounting. Authoritative institutions have adopted standard definitions but national governments are...

Persistent link: https://www.econbiz.de/10014024428

A comparison of deflators for telecommunications services output

Abdirahman, Mo; Coyle, Diane; Heys, Richard; Stewart, Will - In: Economie et statistique 517/518/519 (2020), pp. 107-128

Persistent link: https://www.econbiz.de/10013556948

Deflating profitability

Ball, Ray; Gerakos, Joseph; Linnainmaa, Juhani; … - In: Journal of financial economics 117 (2015) 2, pp. 225-248

Persistent link: https://www.econbiz.de/10011479890

Poverty lines as context deflators : a method to account for regional diversity with application to the Democratic Republic of Congo

Marivoet, Wim; Herdt, Tom de - In: The review of income and wealth : journal of the … 61 (2015) 2, pp. 329-352

Persistent link: https://www.econbiz.de/10011427645