A Model of Anomaly Discovery
Year of publication: |
2015-01-07
|
---|---|
Authors: | Liu, Qi ; Lu, Lei ; Sun, Bo ; Yan, Hongjun |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Anomaly | Arbitrage | Discovery | Arbitrageur-based asset pricing |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series International Finance Discussion Papers Number 1128 49 pages |
Other identifiers: | 10.17016/IFDP.2015.1128 [DOI] |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
-
What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk Arbitrage Strategy
Cao, Charles, (2014)
-
Arbitrage Trading : The Long and the Short of It
Chen, Yong, (2019)
-
Kakushadze, Zura, (2019)
- More ...
-
Anomaly Discovery and Arbitrage Trading
Dong, Xi, (2020)
-
Anomaly discovery and arbitrage trading
Xi, Dong, (2024)
-
Incentive Contracting under Ambiguity-Aversion
Liu, Qi, (2017)
- More ...