Risk arbitrage

Results: 274



#Item
71Economics / Financial ratios / Financial markets / Financial risk / Debt / Leverage / Volatility / Arbitrage / Beta / Financial economics / Finance / Mathematical finance

Procyclical Leverage and Endogenous Risk Jon Danielsson London School of Economics Hyun Song Shin

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Source URL: www.princeton.edu

Language: English - Date: 2012-10-04 21:01:32
72Economics / Financial risk / Liquidity risk / Credit risk / Repurchase agreement / Haircut / Market liquidity / Futures contract / Arbitrage / Financial economics / Financial markets / Finance

Center for Financial Frictions (FRIC)

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Source URL: www.econ.ku.dk

Language: English - Date: 2014-12-15 04:55:13
73Finance / Intertemporal CAPM / Capital asset pricing model / Eugene Fama / Beta / Hyperbolic absolute risk aversion / General equilibrium theory / Economic model / Arbitrage pricing theory / Mathematical finance / Financial economics / Economics

Journal of Financial Economics

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:46:32
74Economics / Risk arbitrage / Arbitrage / Mergers and acquisitions / Stock trader / Limits to arbitrage / Stock / Tender offer / Takeover / Financial economics / Financial markets / Finance

Media-Based Merger Arbitrage Matthias M. M. Buehlmaier and Josef Zechner∗ First Draft: October 2012 This Draft: September 28, 2013 Executive Summary

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Source URL: hksfa.org

Language: English - Date: 2014-01-09 21:06:37
75Finance / Two-moment decision models / Arbitrage / Beta / Futures contract / Expected utility hypothesis / Risk / Risk-neutral measure / Capital asset pricing model / Financial economics / Mathematical finance / Economics

The Arbitrage Theory of Capital

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:41:47
76Economics / Risk arbitrage / Arbitrage / Mergers and acquisitions / Stock trader / Limits to arbitrage / Stock / Tender offer / Takeover / Financial economics / Financial markets / Finance

Media-Based Merger Arbitrage Matthias M. M. Buehlmaier and Josef Zechner∗ First Draft: October 2012 This Draft: September 28, 2013 Executive Summary

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Source URL: www.hksfa.org

Language: English - Date: 2014-01-09 21:06:37
77Shadow banking system / Systemic risk / Banking / Arbitrage / Economics / Bank / Capital requirement / Financial innovation / Structured investment vehicle / Financial economics / United States housing bubble / Finance

Shadow Banking and Bank Capital Regulation Guillaume Plantin Sciences Po Paris Centre for Economic Policy Research Hong Kong Institute for Monetary Research December 2014

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Source URL: www.hkimr.org

Language: English - Date: 2014-12-31 09:13:00
78Economics / Arbitrage / Limits to arbitrage / Futures contract / Liquidity crisis / Market liquidity / Valuation / Financial risk / Leverage cycle / Financial economics / Financial markets / Finance

Financially Constrained Arbitrage and Cross-Market Contagion ∗ Denis Gromb Dimitri Vayanos

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Source URL: federation.ens.fr

Language: English - Date: 2012-09-26 07:59:53
79Business / Arbitrage / Futures contract / Commodity Futures Trading Commission / Hedge / Risk management / Short / Repurchase agreement / Financial economics / Finance / Financial markets

CFE Position Accountability Information Form[removed])

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Source URL: cfe.cboe.com

Language: English - Date: 2014-03-31 17:11:07
80Mathematics / Mathematical sciences / Probability theory / Risk-neutral measure / No free lunch with vanishing risk / Structure / Martingale / Model theory / Mathematical finance / Statistics / Stochastic processes

Deterministic criteria for the absence of arbitrage in diffusion models Aleksandar Mijatovi´c Department of Mathematics Imperial College London 6th World Congress of the Bachelier Finance Society

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:39:37
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