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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

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

Idiosyncratic risk and when to tilt toward value

Fink, Jason D.; Fink, Kristin E. - In: Journal of investment management : JOIM 19 (2021) 1, pp. 76-89

Persistent link: https://www.econbiz.de/10012814367

The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market

Khudoykulov, Khurshid - In: American journal of finance and accounting 5 (2017) 1, pp. 51-63

Persistent link: https://www.econbiz.de/10011834005

Arbitrage, asset prices and risk allocation in experimental markets

Rietz, Thomas A. - 1993

Persistent link: https://www.econbiz.de/10000913758

Arbitrage equilibrium with transaction costs

Niehans, Jürg - In: Journal of money, credit and banking : JMCB 26 (1994) 2, pp. 249-270

Persistent link: https://www.econbiz.de/10001167206

Arbitrage, asset prisces and risk allocation in experimental markets

Rietz, Thomas A. - 1992

Persistent link: https://www.econbiz.de/10000851029

Regulatory Arbitrage of Risk Measures

Wang, Ruodu - 2015

We introduce the regulatory arbitrage of risk measures, one of the key considerations in choosing a suitable risk … regulatory arbitrage; dividing risks will not reduce the total capital requirement under a coherent risk measure. However, risk … arbitrage is then of significant importance. We quantify the regulatory arbitrage of risk measures in a rigorous mathematical …

Persistent link: https://www.econbiz.de/10013029901

Macroeconomic Drivers Behind Risk Arbitrage Strategy

Dieudonne, Stephane - 2010

This document is a quantitative analysis of risk arbitrage strategy across a sample of 1,911 M&A deals announced … the risk/yield calculation for a risk arbitrage position. The main factors are: US unemployment, the investor confidence …

Persistent link: https://www.econbiz.de/10013136256