Published in Investments & Pensions Europe (IPE), MayShort Selling Market Efficiency or Hooliganism?

Source URL: www.ineichen-rm.com

• Financial markets
• Short
• Hedge fund
• Arbitrage
• Speculation
• Efficient-market hypothesis
• Market liquidity
• Futures contract
• Stock
• Convertible bond
• Order
• Derivative

Hysteresis bands on returns, holding period and transaction costs F. Delgadoy- B. Dumasz- G.W. Puopolox Abstract In the presence of transactions costs, no matter how small, arbitrage activity does not necessarily render

Source URL: faculty.insead.edu

• Mathematical finance
• Financial economics
• Financial markets
• Portfolio optimization
• Arbitrage
• Capital asset pricing model
• Futures contract
• Forward contract
• Rebalancing investments
• Financial risk
• Valuation
• Arbitrage pricing theory

BNP PARIBAS FORTIS FUNDING | BNP PARIBAS FORTIS BNP PARIBAS ARBITRAGE ISSUANCE SRI NOTE SERIES CERTIFICAT COLLECTIF SUR 2014

Source URL: forumethibel.org

Financial Analysts Journal, Vol. 70, No):Valuing Derivatives: Funding Value Adjustments and Fair Value John Hull and Alan White1 Joseph L. Rotman School of Management University of Toronto

Source URL: www-2.rotman.utoronto.ca

• Systemic risk
• Derivative
• Liquidity risk
• Financial risk
• Credit default swap
• Credit risk
• Libor
• Futures contract
• Overnight indexed swap
• Repurchase agreement
• Option
• Arbitrage

ARBITRAGE RISK AND MARKET EFFICIENCY— APPLICATIONS TO SECURITIES CLASS ACTIONS Rajeev R. Bhattacharya & Stephen J. O’Brien* TABLE OF CONTENTS Introduction .............................................................

Source URL: securities.stanford.edu

• Halliburton
• Financial markets
• Dick Cheney
• Economic efficiency
• Halliburton Co. v. Erica P. John Fund
• Inc.
• Erica P. John Fund
• Inc. v. Halliburton Co.
• Basic Inc. v. Levinson
• Fraud-on-the-market theory
• Arbitrage
• Efficient-market hypothesis
• Securities Class Action
• Financial economics

Factor-based investing Vanguard Research Scott N. Pappas, CFA; Joel M. Dickson, Ph.D.

Source URL: personal.vanguard.com

• Mathematical finance
• Investment
• Financial economics
• Financial markets
• Fundamental analysis
• FamaFrench three-factor model
• Beta
• Style investing
• Arbitrage pricing theory
• Capital asset pricing model
• Value investing
• Active management

Novembre 2008 À la une. Département Affaires, Contentieux & Arbitrage Dans la droite ligne de la directive européenneCE en date du 29 juin 2000 visant la réduction des délais de paiement à 30 jours à com

Source URL: www.pdgb.com

APT with Idiosyncratic Variance Factors PRELIMINARY AND INCOMPLETE: PLEASE DO NOT CITE WITHOUT PERMISSION Eric Renault∗, Thijs van der Heijden†, and Bas J.M. Werker‡ January 9, 2016

Source URL: www.cb.cityu.edu.hk

• Mathematical finance
• Arbitrage pricing theory
• Volatility
• Principal component analysis
• Beta

GUEST EDITORIAL Bruce I. Jacobs and Kenneth N. Levy, CFA Principals Jacobs Levy Equity Management Florham Park, New Jersey

Source URL: www.jlem.com

• Investment
• Mathematical finance
• Arbitrage pricing theory
• Smart beta
• Capital asset pricing model
• Investment management
• Beta
• Kenneth French
• Investment strategy
• Alpha
• Efficient-market hypothesis
• Rebalancing investments

Mars 2007 à la une. Département : Affaires / Contentieux / Arbitrage Le thème du mois : L’échange d’informations entre concurrents Par deux arrêts récents en date des 26 septembre1 et 12

Source URL: www.pdgb.com