Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Year of publication: |
September 2015
|
---|---|
Authors: | Tan, Senren ; Jin, Zhuo ; Wu, Fuke |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 49.2015, p. 331-343
|
Subject: | Bubbles | Synchronization risks | Market timing | Noise-trader risk | Limits of arbitrage | Market efficiency | Behavioral finance | Leverage | Spekulationsblase | Arbitrage | Risiko | Risk | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | CAPM | Kapitalstruktur | Capital structure | Risikomanagement | Risk management | Arbitrage Pricing | Arbitrage pricing | Finanzmarkt | Financial market |
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