Results 141 to 150 of about 126,532 (367)

Arbitrage Portfolios [PDF]

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
core  

An Improved Algorithm to Identify More Arbitrage Opportunities on Decentralized Exchanges [PDF]

arXiv
In decentralized exchanges (DEXs), the arbitrage paths exist abundantly in the form of both arbitrage loops (e.g. the arbitrage path starts from token A and back to token A again in the end, A, B,..., A) and non-loops (e.g. the arbitrage path starts from token A and stops at a different token N, A, B,..., N).
arxiv  

Non-arbitrage for Informational Discrete Time Market Models [PDF]

arXiv, 2014
This paper focuses on the stability of the non-arbitrage condition in discrete time market models when some unknown information $\tau$ is partially/fully incorporated into the market. Our main conclusions are twofold. On the one hand, for a fixed market $S$, we prove that the non-arbitrage condition is preserved under a mild condition.
arxiv  

Arbitrage in the Foreign Exchange Market: Turning on the Microscope [PDF]

This paper investigates the presence and characteristics of arbitrage opportunities in the foreign exchange market using a unique data set for three major capital and foreign exchange markets that covers a period of more than seven months at tick ...
Akram, Q. Farooq, Rime, Dagfinn, Sarno, Lucio   +2 more
core   +3 more sources

AN ARBITRAGE RATIONALE FOR TESTS OF MUTUAL FUND PERFORMANCE [PDF]

, 1979
Ken V. Peasnell, Len Skerratt, Peter Taylor   +2 more
openalex   +1 more source

Instantaneous Arbitrage and the CAPM [PDF]

arXiv, 2019
This paper studies the concept of instantaneous arbitrage in continuous time and its relation to the instantaneous CAPM. Absence of instantaneous arbitrage is equivalent to the existence of a trading strategy which satisfies the CAPM beta pricing relation in place of the market.
arxiv  

Configuration and operation model for integrated energy power station considering energy storage

IET Renewable Power Generation, EarlyView.
Integration of energy storage in wind and photovoltaic stations improves power balance and grid reliability. A two‐stage model optimizes configuration and operation, extending storage lifespan from 4.93 to 7.79 years and increasing investment return by 2.4%.
Qingxin Li, Ming Shi, Yaoze Xie, Linfeng Zheng   +3 more
wiley   +1 more source

Pravo trećih da svoja potraživanja ostvaruju u arbitražnom postupku : (prikaz presude)

Poredbeno Pomorsko Pravo, 2006
Iako broker nije ugovorna strana u ugovoru o iskorištavanju broda, pa time ni u arbitražnom sporazumu sadržanom u takvom ugovoru, ovlašten je i obvezan ostvarivati svoje pravo na plaćanje brokerske provizije pokretanjem arbitražnog postupka protiv ...
Zoran Tasić
doaj  

How Prevalent is Tax Arbitrage? Evidence from the Market for Municipal Bonds [PDF]

Although tax arbitrage is central to the literatures on tax capitalization, implicit taxes, and even capital structure, there is little empirical evidence of the extent to which firms actually engage in tax arbitrage. This paper provides some evidence on
Austan Goolsbee, Edward Maydew, Merle Erickson   +2 more
core  

Profit Maximization In Arbitrage Loops [PDF]

arXiv
Cyclic arbitrage chances exist abundantly among decentralized exchanges (DEXs), like Uniswap V2. For an arbitrage cycle (loop), researchers or practitioners usually choose a specific token, such as Ether as input, and optimize their input amount to get the net maximal amount of the specific token as arbitrage profit.
arxiv