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Sources of financial synchronism : arbitrage theory and the promise of risk-free profit

Langenohl, Andreas - In: Finance and society 4 (2018) 1, pp. 26-40

traced back to certain developments in economic theory since the so-called "marginalist revolution", which enabled the …

Persistent link: https://www.econbiz.de/10012034585

Investing in the asset growth anomaly across the globe

Li, Xi; Sullivan, Rodney N. - In: Journal of investment management : JOIM 13 (2015) 4, pp. 87-107

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Real estate as a common risk factor in the financial sector : international evidence

Carmichael, Benoît; Coën, Alain - In: Finance research letters 32 (2020), pp. 1-8

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Arbitrage, factor structure and mean-variance analysis on large asset markets

Chamberlain, Gary; Rothschild, Michael - 1982

Persistent link: https://www.econbiz.de/10001517477

No-arbitrage bounds for financial scenarios

Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: European journal of operational research : EJOR 236 (2014) 2, pp. 657-663

Persistent link: https://www.econbiz.de/10010366120

Arbitrage, factor structure, and mean-variance analysis on large asset markets

Chamberlain, Gary; Rothschild, Michael - 1982

Persistent link: https://www.econbiz.de/10009571475

Quantitative finance : its development, mathematical foundations, and current scope

Epps, Thomas W. - 2009

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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks

Tan, Senren; Jin, Zhuo; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343

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Weak and strong no-arbitrage conditions for continuous financial markets

Fontana, Claudio - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-34

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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Chamberlain, Gary - 1982

We examine the implications of arbitrage in a market with many assets. The absence of arbitrage opportunities implies that the linear functionals that give the mean and cost of a portfolio are continuous; hence there exist unique portfolios that represent these functionals. These portfolios span...

Persistent link: https://www.econbiz.de/10012478108