Results 31 to 40 of about 131,825 (170)
Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty
, 2015 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 ...
Burzoni, Matteo +2 more
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Relations industrielles, 2014 Depuis qu'il existe des tribunaux d'arbitrage dans la Province, c'est la coutume que le greffier assermenté les témoins. Me Marie-Louis Beaulieu, dans un arbitrage où il agissait comme représentant des employés, s'attaque à cette manière d'agir, comme rendant la preuve illégale et par le fait même prétend à la nuliité de la sentence rendue en ce cas ...
openaire +1 more source
Pairs trading of nearly identical twin stocks: The case of GOOGL versus GOOG
South African Journal of Business ManagementPurpose: As computer technology and statistical methods advance, statistical arbitrage research focuses on developing more sophisticated trading methods.
Che-Ming Yang, An-Sing Chen
doaj +1 more source
Nonequilibrium Geometric No-Arbitrage Principle and Asset Pricing Theorem
Discrete Dynamics in Nature and Society, 2023 We find a novel and intimate correspondence in the present paper between the martingale and one-parameter transformation group and develop a nonequilibrium geometric no-arbitrage principle to a frictional financial market via this correspondence. Further,
Wanxiao Tang, Peibiao Zhao
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Performance of Arbitrage Mutual Funds: Risk, Fund Size and Market Sentiments – Evidence from India
American Business ReviewWe examine the theory of decreasing returns to scale by assessing the impact of fund size on the performance of arbitrage mutual funds in India. Fund manager of arbitrage funds with large fund size tend to hold cash equivalents due to inadequate ...
DMV Lakshmi Velagala +2 more
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Market models with optimal arbitrage [PDF]
, 2013 We construct and study market models admitting optimal arbitrage. We say that a model admits optimal arbitrage if it is possible, in a zero-interest rate setting, starting with an initial wealth of 1 and using only positive portfolios, to superreplicate ...
Chau, Huy N., Tankov, Peter
core
Three little arbitrage theorems
Frontiers in Applied Mathematics and Statistics, 2023 The authors proved three theorems about the exact solutions of a generalized or interacting Black–Scholes equation that explicitly includes arbitrage bubbles. These arbitrage bubbles can be characterized by an arbitrage number AN.
Mauricio Contreras G. +2 more
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On the drivers of global grain price volatility: an empirical investigation
Agricultural Economics (AGRICECON), 2019 Several drivers may generate market instability, but the partial contribution of different factors is still debated. We investigate how market-based drivers influence the global price volatility of three major grains: wheat, corn, barley.
Fabio Gaetano Santeramo, Emilia Lamonaca
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The Theory of Institutional Disintegration: Conceptual Potential and Methdological Frameworks [PDF]
Журнал институциональных исследований, 2016 The methodological opportunities and conceptual frameworks of theory of institutional disintegration developed by the author and the implication of the theory in market studies are analyzed.
Barbashin Maksim, Y.
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Double Exponential Instability of Triangular Arbitrage Systems
, 2012 If financial markets displayed the informational efficiency postulated in the efficient markets hypothesis (EMH), arbitrage operations would be self-extinguishing. The present paper considers arbitrage sequences in foreign exchange (FX) markets, in which
A. A. Cournot +21 more
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