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Idiosyncratic risk and when to tilt toward value
Fink, Jason D.; Fink, Kristin E. - In: Journal of investment management : JOIM 19 (2021) 1, pp. 76-89
Persistent link: https://www.econbiz.de/10012814367
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Essays in financial risk management
Seidel, Henry - 2017
Persistent link: https://www.econbiz.de/10012237908
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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Are cryptocurrencies cryptic or a source of arbitrage? : a genetic algorithm approach
Bewaji, Oluwasegun; Hamid, Sania; Aerts, Timothy; Byck, … - In: The journal of financial market infrastructures 11 (2023) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10014484591
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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Complete markets
Wiesmeth, Hans - 1987
Persistent link: https://www.econbiz.de/10000740638
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Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000770623
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Taxation in bond markets characterized by no arbitrage equilibrium, V
Raaballe, Johannes; Toft, Klaus Bjerre - 1990
Persistent link: https://www.econbiz.de/10000820921
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Fixed-income arbitrage : analytical techniques and strategies
Wong, M. A. - 1993
Persistent link: https://www.econbiz.de/10000338732
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A reason for sophisticated investors not to seize arbitrage opportunities in markets without frictions
Rohde, Kirsten I. M. - 2005
Persistent link: https://www.econbiz.de/10003319506