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Asymptotic arbitrage and large deviations
Föllmer, Hans; Schachermayer, Walter - In: Mathematics and financial economics 1 (2008) 3/4, pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
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Fixed income arbitrage
Rachlin, Ellen - In: Hedge fund investment management, (pp. 1-10). 2005
Persistent link: https://www.econbiz.de/10003227115
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Portfolio management with heuristic optimization
Maringer, Dietmar G. - 2005
Persistent link: https://www.econbiz.de/10003099097
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Intermediate financial theory
Danthine, Jean-Pierre; Donaldson, John B. - 2005 - 2. ed.
Persistent link: https://www.econbiz.de/10002871562
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Short- and long-term demand curves for stocks : theory and evidence on the dynamics of arbitrage
Greenwood, Robin - In: Journal of financial economics 75 (2005) 3, pp. 607-649
Persistent link: https://www.econbiz.de/10002637883
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Risikominimierung in Finanzmärkten unter Berücksichtigung von Transaktionskosten
Beutner, Eric - 2005
Persistent link: https://www.econbiz.de/10002896461
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Les fondements de la rotation sectorielle des portefeuilles
Berdot, Jean-Pierre; Goyeau, Daniel; Léonard, Jacques - In: Revue d'économie financière : revue trimestrielle de … (2005) 78, pp. 345-362
Persistent link: https://www.econbiz.de/10002748402
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Measuring portfolio performance and the empirical content of the APT
Steiner, Manfred; Nowak, Thomas; Wittrock, Carsten - In: Empirical research on the German capital market : with …, (pp. 207-230). 1999
Persistent link: https://www.econbiz.de/10001427669
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Factor representing portfolios in large asset markets
Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001482847
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Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali (contributor); Sun, Yeneng (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717074