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81
Arbitrage
bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
82
Arbitrage
crashes and the speed of capital
Mitchell, Mark
;
Pulvino, Todd
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 469-490
Persistent link: https://www.econbiz.de/10009622475
Saved in:
83
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
Saved in:
84
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
Saved in:
85
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
Saved in:
86
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
Saved in:
87
Asymptotic
arbitrage
with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
88
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
Saved in:
89
Fixed income
arbitrage
Rachlin, Ellen
- In:
Hedge fund investment management
,
(pp. 1-10)
.
2005
Persistent link: https://www.econbiz.de/10003227115
Saved in:
90
Steuerarbitragestrategien mit festverzinslichen Wertpapieren : Steueroptimierung von Investmentfonds
Borgmann, Michael
-
2002
-
1. Aufl
Persistent link: https://www.econbiz.de/10001643590
Saved in:
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