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151
Model-free weak no-
arbitrage
and superhedging under transaction costs beyond efficient friction
Ryom, Songchol
;
Ri, Inchol
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014500254
Saved in:
152
Statistical
arbitrage
: factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
153
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
154
Limits of
arbitrage
and primary risk-taking in derivative securities
Tian, Meng
;
Wu, Liuren
- In:
Review of asset pricing studies : RAPS
13
(
2023
)
3
,
pp. 405-439
Persistent link: https://www.econbiz.de/10014331536
Saved in:
155
Simulating Convertible Bond
Arbitrage
Portfolios
Gallagher, Liam
-
2010
The recent growth in interest in convertible bond
arbitrage
(CBA) has come predominately from the hedge fund industry …
Persistent link: https://www.econbiz.de/10013141309
Saved in:
156
Simulating Convertible Bond
Arbitrage
Portfolios
Gallagher, Liam
-
2010
The recent growth in interest in convertible bond
arbitrage
(CBA) has come predominately from the hedge fund industry …
Persistent link: https://www.econbiz.de/10013143273
Saved in:
157
Tax
arbitrage
and the existence of equilibrium prices for financial assets
Dammon, Robert Mark
- In:
The journal of finance : the journal of the American …
42
(
1987
)
5
,
pp. 1143-1146
Persistent link: https://www.econbiz.de/10003521485
Saved in:
158
Asset pricing and portfolio choice
theory
Back, Kerry E.
-
2017
-
Second edition
Persistent link: https://www.econbiz.de/10011452259
Saved in:
159
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
160
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas
-
1998
Persistent link: https://www.econbiz.de/10000676119
Saved in:
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