Similar Search Results

The term structure of sharpe ratios and arbitrage-free asset pricing in continuous time

Beißner, Patrick; Rosazza Gianin, Emanuela - 2018

arbitrage-free and incomplete market setting when different pricing measures are possible. Involved pricing measures now depend …

Persistent link: https://www.econbiz.de/10011899208

Arbitraging the Basel securitization framework : evidence from German ABS investment

Efing, Matthias - 2015

This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on …

Persistent link: https://www.econbiz.de/10011391709

On the existence & geometry of pricing operators in markets with realistic transactions costs

Prisman, Eliezer Zeev - 1987

Persistent link: https://www.econbiz.de/10000744266

Transaction cost theory refined : theoretical and empirical evidence from a business-to-business marketing perspective

Ungruhe, Markus; Kreis, Henning; Kleinaltenkamp, Michael - 2010

Recently, integrating Transaction Cost Economic (TCE) and Resource Based View (RBV) arguments has become one of the most prominent theoretical approaches in research on business relationships. We question this dominance and strengthen an exclusive TCE perspective by recalling two of the core TCE...