Results 61 to 70 of about 126,532 (367)

On arbitrages arising from honest times [PDF]

, 2013
In the context of a general continuous financial market model, we study whether the additional information associated with an honest time gives rise to arbitrage profits.
A. Grorud, A. Nikeghbali, A. Nikeghbali, A. Nikeghbali, C. Kardaras, C. Kardaras, C. Kardaras, Claudio Fontana, D. Coculescu, F. Black, F. Delbaen, F. Delbaen, F. Delbaen, H. Hulley, H. Zhang, I. Karatzas, I. Karatzas, J. Jacod, J. Zwierz, J.E. Ingersoll, J.P. Ansel, K. Takaoka, K.D. Elworthy, M. Dellacherie, M. Jeanblanc, M. Schweizer, M. Schweizer, M.T. Barlow, Monique Jeanblanc, O. Chybiryakov, P. Cheridito, P. Imkeller, P. Imkeller, P. Protter, P.-A. Meyer, R. Mansuy, S. Ankirchner, Shiqi Song, T. Choulli, T. Jeulin, Y. Kabanov   +40 more
core   +3 more sources

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

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

Spontaneous symmetry breaking of arbitrage [PDF]

Physica A: Statistical Mechanics and its Applications 391 (2012), pp. 3206-3218, 2011
We introduce the concept of spontaneous symmetry breaking to arbitrage modeling. In the model, the arbitrage strategy is considered as being in the symmetry breaking phase and the phase transition between arbitrage mode and no-arbitrage mode is triggered by a control parameter.
arxiv   +1 more source

Arbitrage and investment opportunities [PDF]

Finance and Stochastics, 2001
We consider a model in which any investment opportunity is described in terms of cash flows. We don't assume that there is a numeraire, enabling investors to transfer wealth through time; the time horizon is not supposed to be finite and the investment opportunities are not specifically related to the buying and selling of securities on a financial ...
Jouini, Elyès, Napp, Clotilde
openaire   +7 more sources

The Big 4 Under Pressure: Scanning Work in Transnational Fields*

Contemporary Accounting Research, Volume 39, Issue 4, Page 2941-2969, Winter 2022., 2022
ABSTRACT We investigate what happens when accounting professionals come under external pressure to change established practices. We focus on corporate tax transparency, which has become an important battleground as stakeholders increasingly demand more information on corporate tax practices.
Rasmus Corlin Christensen, Leonard Seabrooke   +1 more
wiley   +1 more source

Arbitrage, Equilibrium, and Nonsatiation [PDF]

SSRN Electronic Journal, 2004
In his seminal paper on arbitrage and competitive equilibrium in unbounded exchange economies, Werner (Econometrica, 1987)proved the existence of a competitive equilibrium, under a price no-arbitrage condition, without assuming either local or global nonsatiation.
Nizar Allouch, Cuong Le Van, Frank H. Page, Jr.   +2 more
openaire   +5 more sources

Product differentiation in the fruit industry: Lessons from trademarked apples

Agribusiness, EarlyView.
Abstract We derive price premiums for patented or trademarked apple varieties, also known as “club apples,” compared to open‐variety apples. We use an expansive retail scanner dataset, along with unique data on apple taste characteristics, to estimate monthly club apple premiums for 2008–2018.
Modhurima Dey Amin, Syed Badruddoza, Jill J. McCluskey, Gregory Astill   +3 more
wiley   +1 more source

An investigation of the price discovery role of futures markets: A dynamic time warping analysis of the United States corn markets

Agribusiness, EarlyView.
Abstract Futures markets are critical to price discovery and often dominate spot markets. We analyze the linkages between daily corn futures and spot prices in the United States using dynamic time warping. This nonparametric pattern recognition technique has several advantages over traditional time series methods.
Dragan Miljkovic, Puneet Vatsa, Frayne Olson   +2 more
wiley   +1 more source

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

Agribusiness, EarlyView.
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley   +1 more source