Results 81 to 90 of about 126,532 (367)

ANALYSIS OF THE INVESTMENT ARBITRAGE STRATEGY USING FINANCIAL MULTIPLIERS

open access: yesСтатистика 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
doaj   +1 more source

Insider information and its relation with the arbitrage condition and the utility maximization problem

open access: yesMathematical 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
doaj   +1 more source

The Theory of Institutional Disintegration: Conceptual Potential and Methdological Frameworks [PDF]

open access: yesЖурнал 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.
doaj   +1 more source

Grid-Scale Battery Energy Storage Operation in Australian Electricity Spot and Contingency Reserve Markets

open access: yesEnergies, 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
doaj   +1 more source

Algebraic Properties of Arbitrage: An Application to Additivity of Discount Functions [PDF]

open access: yes, 2019
Background: This paper aims to characterize the absence of arbitrage in the context of the Arbitrage Theory proposed by Kreps (1981) and Clark (2000) which involves a certain number of well-known financial markets.
Cruz Rambaud, Salvador
core   +2 more sources

Corporate Climate Risk and Membership of Emission Trading Schemes

open access: yesBusiness Strategy and the Environment, EarlyView.
ABSTRACT Using a sample of 5364 firms from 65 countries, we demonstrate that membership in the scheme increases firm climate risk. Further analysis reveals that the positive impact of membership on climate risk is pronounced among firms in carbon‐intensive industries. Our findings demonstrate that continental differences and legal origin could moderate
Gbenga Adamolekun   +4 more
wiley   +1 more source

The state arbitrage in the period of economic reforms and counter-reforms in the sixties

open access: yesКонтуры глобальных трансформаций: политика, экономика, право, 2014
The author analyses the problems in the state-planned economy and the measures taken by the state arbitrage to cushion the consequences of them. The article is based on archival materials.
D. V. Voronin
doaj  

Pricing without no-arbitrage condition in discrete time [PDF]

open access: yesarXiv, 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  

Does Listing Farther Influence Carbon Emissions Production? Evidence From Internationally Cross‐Border Listed Firms

open access: yesCorporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT The past decade has witnessed an increase in stakeholder pressures for publicly‐listed firms to reduce their emissions. While most firms have been receptive to these pressures, they have also been observed to devise strategies to circumvent regulatory guidelines and avoid liabilities.
Anson Au
wiley   +1 more source

Features Inherent to Law Regulation of Arbitrage in Russian and the USA

open access: yesМосковский 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
doaj   +1 more source

Home - About - Disclaimer - Privacy