Results 251 to 260 of about 7,005,793 (301)

The far side of capitalism: Institutions and trade financing in Manila during the long eighteenth century

open access: yesThe Economic History Review, Volume 78, Issue 4, Page 1068-1087, November 2025.
Abstract Sustained long‐distance trade in the early modern era necessitated institutional mechanisms capable of solving three interrelated challenges: the need to mobilize an unprecedented volume of capital and to lock it in for long periods of time, ways of mitigating the principal–agent problem across continents, and methods to internalize and ...
Juan José Rivas Moreno
wiley   +1 more source

Understanding the Performance of Currency Basis‐Momentum

open access: yesEuropean Financial Management, Volume 31, Issue 5, Page 1652-1678, November 2025.
ABSTRACT We conduct an in‐depth analysis of basis momentum (BM) in currency markets and examine its relationship with key market anomalies. We find that BM strategies generate significant excess returns across various formation periods. These abnormal returns are not fully explained by the closely related carry and momentum factors.
Minyou Fan   +3 more
wiley   +1 more source

ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures

Mathematics of Operations Research, 2022
This paper revisits mean-risk portfolio selection in a one-period financial market, where risk is quantified by a star-shaped risk measure ρ. We make three contributions.
Martin Herdegen, Nazem Khan
semanticscholar   +1 more source

Risk Arbitrage Opportunities for Stock Index Options

Operational Research, 2018
Research about equity index options has shown that option prices systematically violate rational pricing bounds for the risk-averse representative investor. These results raise the question of whether profitable trading possibilities exist in this market.
T. Post, I. R. Longarela
semanticscholar   +1 more source

Influencing Control: Jawboning in Risk Arbitrage

Journal of Finance, 2016
In an "activist risk arbitrage," a shareholder attempts to change the course of an announced M&A deal through public campaigns, and profits from improved terms.
Wei Jiang, Tao Li, Danqing Mei
semanticscholar   +1 more source

Home - About - Disclaimer - Privacy