✦ LIBER ✦

Exact arbitrage and portfolio analysis in large asset markets

✍ Scribed by M. Ali Khan; Yeneng Sun

Publisher: Springer
Year: 2003
Tongue: English
Weight: 297 KB
Volume: 22
Category: Article
ISSN: 0938-2259
DOI: 10.1007/s001990200328

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic arbitrage and numéraire portf

Asymptotic arbitrage and numéraire portfolios in large financial markets

✍ Dmitry B. Rokhlin 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 486 KB

Rural livestock asset portfolio in north

Rural livestock asset portfolio in northern Ethiopia: a microeconomic analysis of choice and accumulation

✍ Fredu Nega Tegebu; Erik Mathijs; Jozef Deckers; Mitiku Haile; Jan Nyssen; Eric T 📂 Article 📅 2011 🏛 Springer Netherlands 🌐 English ⚖ 182 KB

Volume determination in stock and stock

Volume determination in stock and stock index futures markets: An analysis of arbitrage and volatility effects

✍ John J. Merrick Jr. 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 827 KB

he pricing of futures contracts relative to their underlying cash assets via no-T arbitrage relations has been a subject of extensive theoretical and empirical research. Recent studies of arbitrage-enforced relative futures-cash pricing restrictions by for Treasury bill futures,' and by ; Cornell a

072101 (E50, E11) Risk allocation in cap

072101 (E50, E11) Risk allocation in capital markets: portfolio insurance, tactical asset allocation and collar strategies : Chevallier E., Müller H.H., University of Zürich, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 5–18

📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 112 KB