equivalence of absence of arbitrage, the existence of a positive linear pricing rule, and the existence of an optimum for some …

– the Securities and Exchange Board of India (SEBI) are making Arbitrage funds get attention. Low risk, attractive tax … their arbitrage schemes with a minimum of 65 percent exposure to equity and equity-equivalent exposure to explore arbitrage … opportunities in the stock market for hedging or portfolio balancing. This paper examines if the fund managers of Indian arbitrage …

Finally, I further explore the topic of ETF competition in the context of arbitrage. Three perfectly substitutable ETFs … other. This constitutes an ideal setting for a relative value arbitrage strategy. In the third paper, I identify instances … of mispricing between the three gold ETFs which create arbitrage opportunities. Increased trading pressure following the …

majority of such funds, which hold only equity, our fund includes REITs, cryptocurrency, and peer-to-peer loans. Adding these …. In particular, we find that including cryptocurrency and peer-to-peer loans can increase the skewness and decrease the …

pensions. In contrast, art funds, Bitcoin and other cryptocurrencies are today not prudent to offer to 401(k) participants in … are like art funds and Bitcoin, not objectively prudent under present circumstances and therefore not appropriate as a …

We investigate the performance of funds that specialise in cryptocurrency markets and contribute to a growing … cryptocurrency funds generate significantly alphas compared to passive benchmarks or conventional risk factors. We compare the actual …