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Arbitragem de carteira de açõe...
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101
Looking for
arbitrage
or term structures in frictional markets
Li, Zhongfei
;
Ng, Kai-Wang
- In:
Internet and network economics : first international …
,
(pp. 612-621)
.
2005
Persistent link: https://www.econbiz.de/10003276794
Saved in:
102
Arbitrage
opportunities in diverse markets via a non-equivalent measure change
Osterrieder, Jörg R.
;
Rheinländer, Thorsten
- In:
Annals of finance
2
(
2006
)
3
,
pp. 287-301
Persistent link: https://www.econbiz.de/10003338000
Saved in:
103
No
arbitrage
under transaction costs, with fractional Brownian motion and beyond
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003338701
Saved in:
104
A comment on market free lunch and free lunch
Klein, Irene
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 583-588
Persistent link: https://www.econbiz.de/10003338702
Saved in:
105
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
Saved in:
106
Demonstrating error-correction modelling for intraday statistical
arbitrage
Jacobsen, Brian
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 287-292
Persistent link: https://www.econbiz.de/10003807611
Saved in:
107
Arbitrage
in housing markets
Glaeser, Edward L.
;
Gyourko, Joseph E.
- In:
Housing markets and the economy : risk, regulation, and …
,
(pp. 113-146)
.
2009
Persistent link: https://www.econbiz.de/10003854494
Saved in:
108
Margin trading, overpricing, and synchronization risk
Bhojraj, Sanjeev
;
Bloomfield, Robert J.
;
Taylor, William B.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2059-2085
Persistent link: https://www.econbiz.de/10003886039
Saved in:
109
No
arbitrage
and closure results for trading cones with transaction costs
Jacka, Saul D.
;
Berkaoui, Abdelkarem
;
Warren, Jon
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 583-600
Persistent link: https://www.econbiz.de/10003899281
Saved in:
110
Arbitrage
smoothing in fitting a sequence of yield curves
Bekker, Paul A.
;
Bouwman, Kees E.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 577-588
Persistent link: https://www.econbiz.de/10003899479
Saved in:
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