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Arbitrage risk and the turnover anomaly
Chou, Pin-huang; Huang, Tsung-yu; Yang, Hung-jeh - In: Journal of banking & finance 37 (2013) 11, pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
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Optimal initiation of a GLWB in a variable annuity : no arbitrage approach
Huang, H.; Milevsky, Moshe Arye; Salisbury, T. S. - In: Insurance / Mathematics & economics 56 (2014), pp. 102-111
Persistent link: https://www.econbiz.de/10010385020
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Absence of arbitrage in a general framework
Sayit, Hasanjan - In: Annals of finance 9 (2013) 4, pp. 611-624
Persistent link: https://www.econbiz.de/10010196595
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Walrasian foundations for equilibria in segmented markets
Rahi, Rohit; Zigrand, Jean-Pierre - In: Mathematics and financial economics 8 (2014) 3, pp. 249-264
Persistent link: https://www.econbiz.de/10010365566
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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
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Fact and fictions in FX arbitrage processes
Cross, Rod; Kozyakin, Victor - 2014
Persistent link: https://www.econbiz.de/10010348293
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An extensile method on the arbitrage prising theory based on downside risk (D-APT)
Tavakoli Baghdadabad, Mohammad Reza; Glabadanidis, Paskalis - In: International journal of managerial finance : IJMF 10 (2014) 1, pp. 54-72
Persistent link: https://www.econbiz.de/10010250585
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.; Protter, Philip E. - In: Mathematics and financial economics 10 (2016) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
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Weak-form market efficiency of the Brazilian exchange rate : evidence from an artificial neural network model
Palma, Andreza Aparecida; Sartoris, Alexandre - In: Latin American business review : journal of the … 17 (2016) 2, pp. 163-176
Persistent link: https://www.econbiz.de/10011533040