Results 41 to 50 of about 115,803 (172)
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 concept of stochastic dominance in ranking investment alternatives [PDF]
Ekonomski Anali, 2005 In order to rank investments under uncertainty, the most widely used method is mean variance analysis. Stochastic dominance is an alternative concept which ranks investments by using the whole distribution function.
Trifunović Dejan
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Generalised arbitrage-free SVI volatility surfaces
, 2016 In this article we propose a generalisation of the recent work of Gatheral and Jacquier on explicit arbitrage-free parameterisations of implied volatility surfaces.
Guo, Gaoyue +3 more
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Mathematical Biosciences and Engineering, 2020 Within the well-known framework of financial portfolio optimization, we analyze the existing relationships between the condition of arbitrage and the utility maximization in presence of insider information.
Bernardo D'Auria +1 more
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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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Energies, 2021 Conventional fossil-fuel-based power systems are undergoing rapid transformation via the replacement of coal-fired generation with wind and solar farms.
Ekaterina Bayborodina +3 more
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IMPLIED-IN-PRICES EXPECTATIONS: THEIR ROLE IN ARBITRAGE
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali, 2014 Real prices are created on markets by supply and demand and they do not have to follow some distributions or have some properties, which we often assume. However, prices have to follow some rules in order to make arbitrage impossible.
Sergei A. Ivanov
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ANALYSIS OF THE INVESTMENT ARBITRAGE STRATEGY USING FINANCIAL MULTIPLIERS
Статистика и экономика, 2016 This article describes an algorithm for stock pairs trading using financial multipliers of underlying companies. This algorithm has been tested on historical data and compared with classical Bollinger bands strategy.
Dmitry S. Pashkov
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Features Inherent to Law Regulation of Arbitrage in Russian and the USA
Московский журнал международного права, 2016 This article is devoted to the study of principal features inherent to law regulation of arbitrage in Russia and the USA, which has been performed in the light of a wide-scale reform of arbitrage courts in Russia.
Stanislav S. Ageev, Maxim I. Inozemtsev
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Pricing without no-arbitrage condition in discrete time [PDF]
arXiv, 2021 In a discrete time setting, we study the central problem of giving a fair price to some financial product. For several decades, the no-arbitrage conditions and the martingale measures have played a major role for solving this problem. We propose a new approach for estimating the super-replication cost based on convex duality instead of martingale ...
arxiv