ρ -Arbitrage and ρ -Consistent Pricing for Star-Shaped Risk Measures.
- Published in:
- Mathematics of Operations Research, 2025, v. 50, n. 2, p. 1555, doi. 10.1287/moor.2023.0173
- By:
- Publication type:
- Article
Works matching DE "ARBITRAGE"
Results: 1760
1
2
Spot Bitcoin ETFs: The Struggle Was Worth It.
- Published in:
- Financial Analysts Journal, 2025, v. 81, n. 2, p. 39, doi. 10.1080/0015198X.2025.2458054
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- Publication type:
- Article
3
COGNITIVE ARBITRAGE: THE OUTSOURCING OF INTELLIGENCE.
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- Performance Improvement, 2024, v. 63, n. 2, p. 74, doi. 10.56811/PFI-24-0015
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- Publication type:
- Article
4
A DEFENCE OF EQUALISING GRANTS TO LOCAL AUTHORITIES.
- Published in:
- Scottish Journal of Political Economy, 1982, v. 29, n. 1, p. 102, doi. 10.1111/j.1467-9485.1982.tb00440.x
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- Publication type:
- Article
5
INFORMATIONAL CONTENT IN INTEREST RATE TERM STRUCTURES.
- Published in:
- Review of Economics & Statistics, 1993, v. 75, n. 4, p. 695, doi. 10.2307/2110024
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- Publication type:
- Article
6
ZONING, RETURNS TO SCALE, AND THE VALUE OF UNDEVELOPED LAND.
- Published in:
- Review of Economics & Statistics, 1991, v. 73, n. 4, p. 699, doi. 10.2307/2109409
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- Publication type:
- Article
7
ARBITRAGE AND THE SAVINGS BEHAVIOR OF STATE GOVERNMENTS.
- Published in:
- Review of Economics & Statistics, 1990, v. 72, n. 3, p. 390, doi. 10.2307/2109346
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- Publication type:
- Article
8
EXCHANGE RATE EXPECTATIONS AND INTEREST RATE DIFFERENTIALS.
- Published in:
- Review of Economics & Statistics, 1981, v. 63, n. 1, p. 148, doi. 10.2307/1924233
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- Publication type:
- Article
9
ARBITRAGE, SPECIALIZATION, AND OFFICIAL FORWARD INTERVENTION: THE CASES OF STERLING AND THE CANADIAN DOLLAR: A COMMENT.
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- Review of Economics & Statistics, 1981, v. 63, n. 1, p. 147, doi. 10.2307/1924232
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- Publication type:
- Article
10
TESTING FOR THE ROLE OF SPECULATION IN THE FORWARD EXCHANGE MARKET: SOME PROBLEMS IF THERE ARE FISHERIAN EXPECTATIONS.
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- Review of Economics & Statistics, 1979, v. 61, n. 4, p. 608, doi. 10.2307/1935792
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- Publication type:
- Article
11
TREASURY BILL PRICING IN THE SPOT AND FUTURES MARKETS.
- Published in:
- Review of Economics & Statistics, 1979, v. 61, n. 4, p. 513, doi. 10.2307/1935783
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- Publication type:
- Article
12
ARBITRAGE, SPECULATION, AND OFFICIAL FORWARD INTERVENTION: THE CASES OF STERLING AND THE CANADIAN DOLLAR.
- Published in:
- Review of Economics & Statistics, 1979, v. 61, n. 1, p. 135, doi. 10.2307/1924842
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- Publication type:
- Article
13
WHEN CAN PRICE BE ARBITRAGED EFFICIENTLY? A LIMIT TO THE VALIDITY OF THE RANDOM WALK AND MARTINGALE MODELS.
- Published in:
- Review of Economics & Statistics, 1971, v. 53, n. 3, p. 225, doi. 10.2307/1937966
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- Publication type:
- Article
14
Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis.
- Published in:
- Review of Economic Studies, 2025, v. 92, n. 1, p. 197, doi. 10.1093/restud/rdae017
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- Publication type:
- Article
15
Arbitrage and existence of equilibrium in infinite asset markets.
- Published in:
- Review of Economic Studies, 1995, v. 62, n. 1, p. 101, doi. 10.2307/2297843
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- Publication type:
- Article
16
What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?
- Published in:
- Open Economies Review, 2021, v. 32, n. 2, p. 361, doi. 10.1007/s11079-020-09594-3
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- Publication type:
- Article
17
Is Hard Brexit Detrimental to EU Integration? Theory and Evidence.
- Published in:
- Open Economies Review, 2019, v. 30, n. 4, p. 621, doi. 10.1007/s11079-019-09540-y
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- Publication type:
- Article
18
Follow the Leader Or Not: Firms' renaming strategy in nascent and growth stages of a global digital field.
- Published in:
- Organization Studies, 2024, v. 45, n. 12, p. 1767, doi. 10.1177/01708406241287329
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- Publication type:
- Article
19
Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities.
- Published in:
- Asia-Pacific Financial Markets, 2023, v. 30, n. 1, p. 247, doi. 10.1007/s10690-023-09400-3
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- Publication type:
- Article
20
Optimal Pair–Trade Execution with Generalized Cross–Impact.
- Published in:
- Asia-Pacific Financial Markets, 2022, v. 29, n. 2, p. 253, doi. 10.1007/s10690-021-09349-1
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- Publication type:
- Article
21
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?
- Published in:
- Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 299, doi. 10.1007/s10690-007-9046-9
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- Publication type:
- Article
22
Evidence on the arbitrage efficiency of SPI index futures and options markets.
- Published in:
- Asia-Pacific Financial Markets, 2006, v. 13, n. 1, p. 71, doi. 10.1007/s10690-007-9035-z
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- Publication type:
- Article
23
Squared Bessel Processes and Their Applications to the Square Root Interest Rate Model.
- Published in:
- Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 169, doi. 10.1023/A:1024173313448
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- Publication type:
- Article
24
No Arbitrage Condition for Positive Diffusion Price Processes.
- Published in:
- Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 159, doi. 10.1023/A:1024173029378
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- Publication type:
- Article
25
A Note on Option Pricing for the Constant Elasticity of Variance Model.
- Published in:
- Asia-Pacific Financial Markets, 2002, v. 9, n. 2, p. 85, doi. 10.1023/A:1022269617674
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- Publication type:
- Article
26
Forecasting and Arbitrage of the Nikkei Stock Index Futures: An Application of Backpropagation Networks.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 4, p. 341, doi. 10.1023/A:1010012728229
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- Publication type:
- Article
27
Evaluation of the Asian Option by the Dual Martingale Measure.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 183, doi. 10.1023/A:1010097114285
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- Publication type:
- Article
28
Der steinige Weg zum Recht am Beispiel der Sachverhaltsgestaltung des sog. Bondstripping: Zu den BFH-Entscheidungen v. 30.11.2022, FR 2023, 422, FR 2023, 426 und v. 16.3.2023, BFH/NV 2023, 808.
- Published in:
- FinanzRundschau, 2023, v. 105, n. 15, p. 687, doi. 10.9785/fr-2023-1051503
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- Publication type:
- Article
29
A Perspective on Convertible Arbitrage.
- Published in:
- Journal of Wealth Management, 2002, v. 5, n. 2, p. 59, doi. 10.3905/jwm.2002.320445
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- Publication type:
- Article
30
The role of centralization index in identifying momentum stage of stocks: empirical evidence from investor networks.
- Published in:
- Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2348540
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- Publication type:
- Article
31
On a robust estimation of option-implied interest rates and dividend yields.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2260658
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- Publication type:
- Article
32
Firm-specific news and idiosyncratic volatility anomalies: Evidence from the Chinese stock market.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2127489
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- Publication type:
- Article
33
Convexity arbitrage – the idea which does not work.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2021.2019361
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- Publication type:
- Article
34
On the informational efficiency of Saudi exchange-traded funds listed at home and away from home.
- Published in:
- Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1902654
- By:
- Publication type:
- Article
35
Co-movement of cryptocurrencies and African stock returns: A multiresolution analysis.
- Published in:
- Cogent Business & Management, 2022, v. 9, n. 1, p. 1, doi. 10.1080/23311975.2022.2124595
- By:
- Publication type:
- Article
36
Copula-based trading of cointegrated cryptocurrency Pairs.
- Published in:
- Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-024-00702-7
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- Publication type:
- Article
37
Are rare earth stocks efficient? Novel insights using asymmetric MF-DFA.
- Published in:
- Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-024-00744-x
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- Publication type:
- Article
38
Discounted-likelihood valuation of variance and volatility swaps: Discounted-likelihood valuation of variance and volatility swaps: N. Rujeerapaiboon et al.
- Published in:
- Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-024-00701-8
- By:
- Publication type:
- Article
39
Nominal Exchange Rates and Price Convergence in the West African Monetary Zone.
- Published in:
- International Journal of Business & Economics, 2008, v. 7, n. 3, p. 181
- By:
- Publication type:
- Article
40
Parliamentary arbitrage and the case for regulatory policy in parliament.
- Published in:
- Theory & Practice of Legislation, 2019, v. 7, n. 3, p. 283, doi. 10.1080/20508840.2020.1730096
- By:
- Publication type:
- Article
41
Consider Convertible Arbitrage To Balance Performance, Risk.
- Published in:
- Financial Executive, 2003, v. 19, n. 3, p. 24
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- Publication type:
- Article
42
The debate over computer-assisted trading: who is right?
- Published in:
- Financial Executive, 1989, v. 5, n. 1, p. 49
- By:
- Publication type:
- Article
43
What exactly is a swap?
- Published in:
- Financial Executive, 1988, v. 4, n. 4, p. 57
- Publication type:
- Article
44
Unconditional Volatility Framework: Theoretical and Empirical Insights.
- Published in:
- Annals of Financial Economics, 2024, v. 19, n. 1, p. 1, doi. 10.1142/S2010495224500039
- By:
- Publication type:
- Article
45
ARBITRAGEUR BEHAVIOR IN SENTIMENT-DRIVEN ASSET-PRICING.
- Published in:
- Annals of Financial Economics, 2021, v. 16, n. 3, p. 1, doi. 10.1142/S2010495221500159
- By:
- Publication type:
- Article
46
SHORT-RUN ARBITRAGE IN CRISIS MARKETS - EXPERIMENTAL EVIDENCE.
- Published in:
- Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S201049521450002X
- By:
- Publication type:
- Article
47
Statistical arbitrage on the JSE based on partial co-integration.
- Published in:
- Investment Analysts Journal, 2021, v. 50, n. 2, p. 110, doi. 10.1080/10293523.2021.1886723
- By:
- Publication type:
- Article
48
FTSE/JSE Index migration: Testing for a tradeable index effect.
- Published in:
- Investment Analysts Journal, 2019, v. 48, n. 4, p. 298, doi. 10.1080/10293523.2019.1687131
- By:
- Publication type:
- Article
49
A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints.
- Published in:
- International Transactions in Operational Research, 2023, v. 30, n. 5, p. 2415, doi. 10.1111/itor.13123
- By:
- Publication type:
- Article
50
Good deal indices in asset pricing: actuarial and financial implications.
- Published in:
- International Transactions in Operational Research, 2019, v. 26, n. 4, p. 1475, doi. 10.1111/itor.12424
- By:
- Publication type:
- Article