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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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Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Fletcher, Jonathan - In: International review of economics & finance : IREF 29 (2014), pp. 30-46
Persistent link: https://www.econbiz.de/10010431513
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Arbitrage
Viegas, Alfredo M. - In: Hedge funds : definitive strategies and techniques, (pp. 65-81). 2003
Persistent link: https://www.econbiz.de/10001817379
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Steuerarbitragestrategien mit festverzinslichen Wertpapieren : Steueroptimierung von Investmentfonds
Borgmann, Michael - 2002 - 1. Aufl
Persistent link: https://www.econbiz.de/10001643590
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The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options
Markose, Sheri; Er, Hakan - 2000
Persistent link: https://www.econbiz.de/10001541408
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Arbitrage, state prices and portfolio theory
Dybvig, Philip H.; Ross, Stephen A. - 2003
Persistent link: https://www.econbiz.de/10001832876
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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2006
Persistent link: https://www.econbiz.de/10002123958
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Limits to arbitrage when market participation is restricted
Hens, Thorsten; Herings, Peter Jean-Jacques; … - 2003
Persistent link: https://www.econbiz.de/10002182852
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Sovereign fixed-income arbitrage
Maltby, John - In: Market neutral strategies, (pp. 59-84). 2005
Persistent link: https://www.econbiz.de/10002506272