. This research assess if it is possible successfully use interest rates sensitivity arbitrage in bond portfolio (also known … as convexity arbitrage) in financial praxis. This arbitrage is sparsely described in literature and an assessment about … its practical success is missing. Research methodology - Methodology steps: mathematical definition of given arbitrage …

Efficiency in the capital markets requires that capital flows are sufficient to arbitrage anomalies away. We examine … performance of this strategy. When these flows are high, quant funds are able to implement arbitrage strategies more effectively …-sectional equity market efficiency varies across time with the availability of arbitrage capital …

concept of no asymptotic arbitrage (of the first kind) which is invariant under discounting. We give two dual …,∞) can be viewed as a large financial market and how no asymptotic arbitrage, both classic and in our new sense, then relates … to no-arbitrage properties directly on [0,∞) …