Risk in dynamic arbitrage : the price effects of convergence trading
Year of publication: |
2009
|
---|---|
Authors: | Kondor, Péter |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 64.2009, 2, p. 631-655
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Risikoaversion | Risk aversion | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory |
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