Results 81 to 90 of about 2,047 (236)

When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage\n Markets in a Quantum Mechanical View [PDF]

, 2019
Simone Farinelli, Hideyuki Takada
openalex   +1 more source

Equity Price Risk and Return: Evidence from the Karachi Stock Exchange

JISR Management and Social Sciences & Economics, 2009
This paper examines the tradeoff between equity price risk and returns obtained through various approaches. Capital asset pricing model (CAPM) and arbitrage pricing model (APT) are considered to be the fundamental building blocks of the portfolio theory,
Talha Bin Ali Khan, Ali Khizar Aslam
doaj  

An institutional account of responsiveness in financial regulation- Examining the fallacy and limits of ‘same activity, same risks, same rules’ as the answer to financial innovation and regulatory arbitrage

, 2023
Iris H‐Y Chiu
openalex   +1 more source

Detecting Tail Risks to Preclude Regulatory Arbitrage [PDF]

, 2020
Matthias Thiemann, Tobias Tröger
openalex   +1 more source

A Stochastic String with a Compound Poisson Process

Abstract and Applied Analysis, 2013
We investigate a compound Poisson infinite factor diffusion model which describes the relationship between the infinite-dimension random risk resource and the corresponding stochastic process.
Sheng Fan
doaj   +1 more source

Risk arbitrage in takeovers

, 1998
The paper studies the role of risk arbitrage in takeover contests. We show that arbitrageurs have an incentive to accumulate nontrivial stakes in a company target of a takeover. For each arbitrageur, the knowledge of his own presence (and that he will tender a positive fraction of his shares) is an informational advantage which guarantees that there is
Cornelli, F, Li, D D
openaire  

Impact of Financial Crisis on the Profitability of Capital Structure Arbitrage in Australia

The International Journal of Banking and Finance, 2016
We evaluate the performance of a convergence style capital structure arbitrage trading strategy using Australian CDS spreads estimated by the Credit Grades model.
Jiri Svec Nicholas
doaj  

Multi-Step Multidimensional Statistical Arbitrage Prediction Using PSO Deep-ConvLSTM: An Enhanced Approach for Forecasting Price Spreads

Applied Sciences
Due to its effectiveness as a risk-hedging trading strategy in financial markets, futures arbitrage is highly sought after by investors in turbulent market conditions.
Sensen Tu, Panke Qin, Mingfu Zhu, Zeliang Zeng, Shenjie Cheng, Bo Ye   +5 more
doaj   +1 more source

Limits of Arbitrage and Primary Risk-Taking in Derivative Securities [PDF]

, 2023
Meng Tian, Liuren Wu
openalex   +1 more source