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Risk arbitrage
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21	Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-01-17 16:12:29 Mathematical finance Capital asset pricing model Beta Arbitrage pricing theory Financial economics Alpha FamaFrench three-factor model Cost of capital Risk factor Finance Equity premium puzzle Untradable assets
22	The Anatomy of the CDS Market ⇤ Martin Oehmke† Add to Reading List Source URL: www.personal.ceu.edu Language: English - Date: 2015-11-17 09:41:24 Systemic risk Credit default swap United States housing bubble Derivative Corporate bond Bond Swap Financial crisis of 200708 Arbitrage Depository Trust & Clearing Corporation Notional amount Futures contract
23	arXiv:1005.0768v1 [q-fin.PR] 5 MayNo-arbitrage pricing under cross-ownership Tom Fischer∗ University of Wuerzburg First version: January 9, 2010 Add to Reading List Source URL: arxiv.org Language: English - Date: 2012-06-21 18:14:44 Financial markets Corporate finance Financial crises Financial risk Actuarial science Arbitrage Derivative Systemic risk Valuation Bond Capital structure Financial economics
24	Forced Liquidations, Fire Sales, and the Cost of Illiquidity Richard R. Lindsey and Andrew B. Weisman∗ February 2, 2015 “Vee try to tell them dat our problem was not a solfency problem but a likvitity problem, but th Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:40:15 Financial markets Financial economics Financial risk Valuation Mathematical finance Market liquidity Liquidity risk Hedge fund Portfolio optimization Fair value Private equity secondary market Convertible arbitrage
25	Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 1998-09-15 22:26:20 Economy Economics Mathematical finance Money Volatility Price Nominal rigidity Law of one price Market Value at risk Arbitrage Standard deviation
26	Substituted Compliance and Systemic Risk: How to Make a Global Market in Derivatives Regulation Sean J. Griffith T.J. Maloney Chair and Professor of Law Add to Reading List Source URL: www.imfs-frankfurt.de Language: English - Date: 2014-09-22 07:16:14 Systemic risk Financial markets Derivative Commodity Futures Trading Commission Great Recession in the United States Presidency of Barack Obama Swap Self-regulatory organizations Arbitrage Futures contract Financial regulation Financial crisis of 200708
27	Related securities and equity market quality: The case of CDS Ekkehart Boehmer, Sudheer Chava and Heather E. Tookes∗ ∗ Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 19:33:42 Economy Finance Money Financial markets Systemic risk United States housing bubble Credit default swap Derivative Corporate bond Bond Arbitrage Hedge
28	Microsoft Word - Abstract Hugues Langlois.docx Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2015-11-05 05:02:13 Economy Finance Money Mathematical finance Financial markets Investment Financial economics Idiosyncrasy Financial risk Portfolio Arbitrage pricing theory Capital asset pricing model
29	Regulatory Arbitrage of Risk Measures Ruodu Wang∗ November 29, 2015 Abstract We introduce regulatory arbitrage of risk measures as one of the key considerations in choosing Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-04-24 04:00:21 Actuarial science Financial risk Mathematical finance Economy Finance Money Value at risk Risk measure Arbitrage Coherent risk measure Variance Expected shortfall
30	Study On Asset Prices And Arbitrage Pricing Theory Asset prices are commonly believed to react sensitively to economic news. Daily experience seems to support the view that individual asset prices are influenced by a wid Add to Reading List Source URL: eagle-essays.com Language: English - Date: 2015-03-10 11:24:25 Economics Financial markets Pricing Arbitrage pricing theory Capital asset pricing model Financial risk Risk factor Beta Systematic risk Financial economics Mathematical finance Finance

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