Generalized stochastic arbitrage opportunities
Stelios Arvanitis, Thierry Post
| Year of publication: |
2024
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|---|---|
| Authors: | Arvanitis, Stelios ; Post, Thierry |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 7, p. 4629-4648
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| Subject: | asset pricing | portfolio analysis | arbitrage portfolios | factor investing | incomplete markets | Portfolio-Management | Portfolio selection | Arbitrage | Theorie | Theory | Unvollkommener Markt | Incomplete market | Arbitrage Pricing | Arbitrage pricing | CAPM | Stochastischer Prozess | Stochastic process | Kapitalanlage | Financial investment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4892 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046365