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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro; Detzel, Andrew - In: Journal of financial economics 140 (2021) 3, pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
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Systematic limited arbitrage and the cross-section of stock returns : evidence from exchange traded funds
DeLisle, R. Jared; McTier, Brian C.; Smedema, Adam R. - In: Journal of banking & finance 70 (2016), pp. 118-136
Persistent link: https://www.econbiz.de/10011635135
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Financial decisions and markets : a course in asset pricing
Campbell, John Y. - 2018
Persistent link: https://www.econbiz.de/10011669647
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Delegated investing and optimal risk budgets
Starck, Markus O. - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013432859
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Foundations of finance : portfolio decisions and securities prices
Fama, Eugene F. - 1976
Persistent link: https://www.econbiz.de/10000091877
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Handbook of financial markets : dynamics and evolution
Hens, Thorsten (ed.);  … - 2009
Persistent link: https://www.econbiz.de/10003778106
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Macro trading and investment strategies : macroeconomic arbitrage in global markets
Burstein, Gabriel - 1999
Persistent link: https://www.econbiz.de/10000670859
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Value and momentum strategies : returns from risk-controlled portfolios
Russel, Philip S.; Sankaran, Karthik - In: The journal of business and economic studies 14 (2008) 2, pp. 25-38
Persistent link: https://www.econbiz.de/10003791381
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Arbitrage risk and the turnover anomaly
Chou, Pin-huang; Huang, Tsung-yu; Yang, Hung-jeh - In: Journal of banking & finance 37 (2013) 11, pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601