Results 81 to 90 of about 87,733 (349)
Asset mispricing, arbitrage, and volatility [PDF]
Market efficiency remains a contentious topic among financial economists. The theoretical case for efficient markets rests on the notion of risk-free, cost-free arbitrage. In real markets, however, arbitrage is not risk-free or cost-free.
Frank A. Schmid, William R. Emmons
core
Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance
Naval Research Logistics (NRL), EarlyView.ABSTRACT The rapid expansion of cross‐border e‐commerce (CBEC) has created significant opportunities for small‐ and medium‐sized sellers, yet financing remains a critical challenge due to their limited credit histories. Third‐party logistics (3PL)‐led supply chain finance (SCF) has emerged as a promising solution, leveraging in‐transit inventory as ...
Qingkai Zhang, L. Jeff Hong, Houmin Yan
wiley +1 more source
Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market [PDF]
``Limits of Arbitrage" theories require that the marginal investor in a particular asset market be a specialized arbitrageur. Then the constraints faced by this arbitrageur (i.e. capital constraints) feed through into asset prices.
Arvind Krishnamurthy +2 more
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End‐to‐End Portfolio Optimization with Hybrid Quantum Annealing
Advanced Quantum Technologies, EarlyView.This works presents a hybrid quantum‐classical framework for portfolio optimization that combines quantum assisted asset selection and rebalancing with classical weight allocation. The approach processes real market data, embeds it into Quadratic Unconstrained Binary Optimization formulations, and evaluates performance within a unified workflow ...
Sai Nandan Morapakula +5 more
wiley +1 more source
Market efficiency reloaded: why insider trades do not reveal exploitable information [PDF]
Insider trading studies related to the German market have emphasized that outside investors may earn excess returns by mimicking the transactions of corporate directors.
Dickgiesser, Sebastian +1 more
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Arbitrage Bounds for Prices of Weighted Variance Swaps
, 2012 We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of co--maturing put options are given. We assume the given prices do not admit arbitrage and deduce no-arbitrage bounds on the weighted variance swap
Davis, Mark H. A. +2 more
core +1 more source
Entrepreneurship‐As‐Struggle: The Crises and Politics of Entrepreneurial Becomings
Economic Anthropology, EarlyView.ABSTRACT Entrepreneurship among marginalized people in Bangladesh involves social, political, and cultural struggle against immediate crises of poverty and enduring crises of class, caste, religious, and gendered exclusions. Drawing on 25 months of ethnographic research among entrepreneurs in rural Bangladesh and the life stories of 137 entrepreneurs ...
Grace Mueller +4 more
wiley +1 more source
Merger arbitrage in Germany [PDF]
, 2017 This paper analyses the risk and return characteristics from a merger arbitrage trading strategy in Germany for the first time. The extant literature focuses mainly on data sets from Anglo-American based jurisdictions with mixed results.
McDermott, Ian, Mulcahy, Mark
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Resource redeployment as an entry advantage in resource‐poor settings
Strategic Management Journal, EarlyView.Abstract Research Summary Scarcity of productive factors poses a challenge for firms entering underdeveloped regions. We theorize that incumbent firms can overcome scarcity of skilled human capital in local labor markets by redeploying workers from existing units.
Jasmina Chauvin +2 more
wiley +1 more source
Drivers of grain price volatility: a cursory critical review
Agricultural Economics (AGRICECON), 2018 Understanding the determinants of price volatility is a key step to prevent the potential negative consequences of the uncertainty faced by farmers. The presented critical review provides a novel categorization of grain price volatility drivers.
Fabio Gaetano Santeramo +4 more
doaj +1 more source