Results 41 to 50 of about 140,743 (312)

Allocation of Energy Storage Systems in a Hydro-Thermal-Wind System [PDF]

Brazilian Archives of Biology and Technology
Strong concerns over greenhouse gas emissions have required the construction of non-polluting energy sources such as wind farms and photovoltaic plants. This need, combined with recent technological developments, has enabled the global installed capacity
Alvaro Augusto Waldrigues de Almeida, Thelma Solange Piazza Fernandes   +1 more
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
doaj   +1 more source

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, Frittelli, Marco, Maggis, Marco   +2 more
core   +1 more source

Arbitrage [PDF]

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 Management
Purpose: 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

Performance of Arbitrage Mutual Funds: Risk, Fund Size and Market Sentiments – Evidence from India

American Business Review
We 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, Satish Kumar, Kali Charan Sabat   +2 more
doaj   +1 more source

Bitcoin Mining in Turkey as an Example of Speculative Entrepreneurship

Istanbul Business Research, 2022
The main purpose of this study is to determine the dimensions of speculative entrepreneurship for Bitcoin Turkish miners and to determine the motivational factors to become entrepreneurs in this area.
Ali Osman Uymaz, Ali Rıza Esmen
doaj   +1 more source

Russia’s Contract Arbitrage [PDF]

, 2014
Ukraine is poised to restructure its debt, but Russia may hold the best cards in the negotiation. Russia bought $3 billion in Ukrainian Eurobonds in late 2013 to prop up a political ally, since-deposed.
Gelpern, Anna
core   +2 more sources

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  

Asymptotic arbitrage in the Heston model [PDF]

, 2014
In the context of the Heston model, we establish a precise link between the set of equivalent martingale measures, the ergodicity of the underlying variance process and the concept of asymptotic arbitrage proposed in Kabanov-Kramkov and in Follmer ...
Haba, Fatma, Jacquier, Antoine
core   +4 more sources