Positive Alphas, Abnormal Performance, and Illusory Arbitrage
Year of publication: |
2010
|
---|---|
Authors: | Jarrow, Robert A. |
Other Persons: | Protter, Philip (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Arbitrage |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Series: | Johnson School Research Paper Series ; No. 19-2010 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 20, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1593051 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Hwang, Soosung, (2015)
-
Do hedge funds arbitrage on asset growth, earnings momentum and equity financing anomalies?
Lawson, Daniel T., (2018)
-
Fund flows and underlying returns : the case of ETFs
Staer, Arsenio, (2017)
- More ...
-
Çetin, U., (2006)
-
Structural versus reducted-form models: a new information-based perspective
Jarrow, Robert A., (2006)
-
Information reduction via level crossings in a credit risk model
Jarrow, Robert A., (2007)
- More ...