Results 121 to 130 of about 126,532 (367)
An example of short-term relative arbitrage [PDF]
arXiv, 2015 Long-term relative arbitrage exists in markets where the excess growth rate of the market portfolio is bounded away from zero. Here it is shown that under a time-homogeneity hypothesis this condition will also imply the existence of relative arbitrage over arbitrarily short intervals.
arxiv
Temporal and spatial effects of mass shootings on gun demand
International Studies of Economics, EarlyView.Abstract Mass shootings in the U.S. have been at the center of the public crisis debate for a long time. Combining information on mass shootings with background check reports from the Federal Bureau of Investigation, this study applies mass shootings as exogenous shocks and reveals that the demand for guns is especially strong in the month in which a ...
Yuan Chen +4 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
core
Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty [PDF]
arXiv, 2014 In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class $\mathcal{S}$ of significant sets, which we call Arbitrage de la classe $\mathcal{S}$.
arxiv
Learning Health Systems, EarlyView.Abstract Introduction A learning health system (LHS) necessitates collaboration to produce translational health research. This experience report examines the integration of Clemson University scholars into clinical departments of Prisma Health–Upstate in South Carolina, highlighting their experiences working alongside clinician mentors to inform and ...
Windsor Westbrook Sherrill +3 more
wiley +1 more source
No Arbitrage Conditions For Simple Trading Strategies [PDF]
arXiv, 2008 Strict local martingales may admit arbitrage opportunities with respect to the class of simple trading strategies. (Since there is no possibility of using doubling strategies in this framework, the losses are not assumed to be bounded from below.) We show that for a class of non-negative strict local martingales, the strong Markov property implies the ...
arxiv
Decision‐Making in M&A Under Market Mispricing: The Role of Deep Learning Models
Managerial and Decision Economics, EarlyView.ABSTRACT In the ever‐evolving landscape of financial markets, mergers and acquisitions (M&A) play a pivotal role in shaping the corporate ecosystem. However, the presence of market mispricing, driven by various factors such as information asymmetry, behavioral biases, and external shocks, has been a persistent challenge for investors and corporations ...
Yuxuan Tang
wiley +1 more source
Arbitrage and Hedging in a non probabilistic framework [PDF]
arXiv, 2011 The paper studies the concepts of hedging and arbitrage in a non probabilistic framework. It provides conditions for non probabilistic arbitrage based on the topological structure of the trajectory space and makes connections with the usual notion of arbitrage.
arxiv
Passive investing, active decisions: The DAX index inclusion effect
Review of Financial Economics, EarlyView.Abstract The rising popularity of index‐replicating Exchange Traded Funds (ETFs) reflects the broader shift toward passive investing. However, the DAX 40 index incorporates an active component through inclusions and deletions, which affect investor returns.
Demir Bektić, Asad Khan, Lukas Körber
wiley +1 more source
EnergiesThis paper presents an economic assessment of seawater thermal energy storage (TES) integrated with industrial heat pumps to couple renewable electricity generation with urban district heating networks.
Timur Abbiasov +5 more
doaj +1 more source