Results 91 to 100 of about 140,743 (312)
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs [PDF]
This paper analyzes possible arbitrage opportunities in credit derivatives markets using selffinancing strategies combining Credit Default Swaps and Asset Swaps Packages.
Juan Ignacio Peña +2 more
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Sustainable Development, EarlyView.ABSTRACT This study investigates stakeholder perspectives on mobilising private‐sector finance for climate adaptation in Southeast Asia, emphasising Hong Kong's role as a financial intermediary. Through semi‐structured interviews with diverse stakeholders, including practitioners, policymakers, insurers, and project developers, we employed a grounded ...
Laurence L. Delina +4 more
wiley +1 more source
Pricing Personal Data Based on Data Provenance
Applied Sciences, 2019 Data have become an important asset. Mining the value contained in personal data, making personal data an exchangeable commodity, has become a hot spot of industry research.
Yuncheng Shen +6 more
doaj +1 more source
In traditional models, arbitrage in a given security is performed by a large number of diversified investors taking small positions against its mispricing.
Andrei Shleifer, Robert W. Vishny
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Optimization of Non-arbitrage Interval Pricing Model of Stock Index Futures and Arbitrage Analysis of SCI 300 in the Context of COVID-19 [PDF]
, 2022 Yihan Xu
openalex +1 more source
Resource redeployment as an entry advantage in resource‐poor settings
Strategic Management Journal, EarlyView.Abstract Research Summary Scarcity of productive factors poses a challenge for firms entering underdeveloped regions. We theorize that incumbent firms can overcome scarcity of skilled human capital in local labor markets by redeploying workers from existing units.
Jasmina Chauvin +2 more
wiley +1 more source
Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach [PDF]
This paper examines the determinants of the time it takes for an index options market to return to no arbitrage values after put-call parity deviations, using intraday transactions data from the French index options market. We employ survival analysis to
Fabrice Riva, Laurent Deville
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Strategic Management Journal, EarlyView.Abstract Research Summary This study investigates an under‐explored cost of operating in pollution havens: the pollution‐induced operational cost, or the increased labor costs and material supply constraints resulting from host countries' environmental pollution.
Juan Bu, Aurora Genin
wiley +1 more source
The Absence of Arbitrage on the Complete Black-Scholes-Merton Regime-Switching Lévy Market
Ekonometria, 2021 The main aim of the paper was to prove that the complete Black-Scholes-Merton regime- -switching Lévy market is characterized by an absence of arbitrage.
Anna Sulima
doaj
It should be expected from this paper an expansion on some distinctive issues regarding arbitrage portfolios: i) a definition on arbitrage portfolios that enables adjustments to SML and CML environments; ii) sufficient conditions to set up arbitrage ...
Rodolfo Apreda
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