Results 231 to 240 of about 757,258 (252)

Arbitrage strategy of virtual power plants in energy, spinning reserve and reactive power markets

IET Generation, Transmission and Distribution, 2016
Hossein Nezamabadi, Mehrdad Setayesh Nazar   +1 more
exaly  

ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS

Mathematical Finance, 2014
Jan Obłój
exaly  

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

Mathematical Finance, 2006
Paolo Guasoni
exaly  

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Journal of Finance, 2015
Jianfeng Yu
exaly  

NO‐ARBITRAGE IN A NUMÉRAIRE‐INDEPENDENT MODELING FRAMEWORK

Mathematical Finance, 2017
Martin Herdegen
exaly  

Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs

Mathematical Finance, 2002
Xiaotie Deng
exaly  

Epistemic arbitrage: Transnational professional knowledge in action

Journal of Professions and Organization, 2014
Leonard Seabrooke
exaly  

The Arbitrage Pricing Theory

2015
Jean-Pierre Danthine, John B Donaldson
openaire   +1 more source

Testing market efficiency using statistical arbitrage with applications to momentum and value strategies

Journal of Financial Economics, 2004
Melvyn Teo, Mitch Warachka
exaly  

ARBITRAGE PRICING THEORY AND THE INVESTMENT HORIZON

Journal of Business Finance & Accounting, 1993
Krishnan Dandapani, Arun J. Prakash, Ali M. Parhizgari   +2 more
openaire   +2 more sources