Risk arbitrage

Results: 274



#Item
1The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross-  ownership. Mathematical Finance. doi: j00526.x

The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross- ownership. Mathematical Finance. doi: j00526.x

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Source URL: www.statistik-mathematik.uni-wuerzburg.de

- Date: 2012-10-11 08:35:12
    2Liquidity Risk and the Dynamics of Arbitrage Capital P´eter Kondor Central European University and CEPR Dimitri Vayanos London School of Economics, CEPR and NBER

    Liquidity Risk and the Dynamics of Arbitrage Capital P´eter Kondor Central European University and CEPR Dimitri Vayanos London School of Economics, CEPR and NBER

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    Source URL: personal.lse.ac.uk

    - Date: 2015-09-08 17:44:47
      3No-arbitrage conditions and expected returns when assets have different β’s in up and down markets

      No-arbitrage conditions and expected returns when assets have different β’s in up and down markets

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      Source URL: www.qmassociates.com

      Language: English - Date: 2015-10-06 09:58:02
      4Financial-market Equilibrium with Friction Adrian Buss Bernard Dumas  June, 2013

      Financial-market Equilibrium with Friction Adrian Buss Bernard Dumas June, 2013

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      Source URL: www.nccr-finrisk.uzh.ch

      Language: English - Date: 2016-02-22 11:42:31
      5A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR

      A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR

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      Source URL: www.istfin.eco.usi.ch

      Language: English - Date: 2009-01-27 08:14:37
      6Microsoft Word - Activism mergers_10Nov2015.docx

      Microsoft Word - Activism mergers_10Nov2015.docx

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      Source URL: faculty.haas.berkeley.edu

      Language: English - Date: 2016-01-27 17:53:11
      7Submitted to Management Science manuscript MSR1 Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template do

      Submitted to Management Science manuscript MSR1 Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template do

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      Source URL: www.rmi.nus.edu.sg

      Language: English - Date: 2016-08-02 03:48:05
      8A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006

      A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006

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      Source URL: www.statistik-mathematik.uni-wuerzburg.de

      Language: English - Date: 2014-02-26 07:25:48
      9FAJ.JF04.book Page 26 Tuesday, January 20, 2004 9:58 AM  PE RSPECTIVES Risk Avoidance and Market Fragility Bruce I. Jacobs

      FAJ.JF04.book Page 26 Tuesday, January 20, 2004 9:58 AM PE RSPECTIVES Risk Avoidance and Market Fragility Bruce I. Jacobs

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      Source URL: www.jlem.com

      Language: English - Date: 2008-10-02 08:04:55
      10RUTGERS FINANCIAL STATISTICS AND RISK MANAGEMENT PROGRAM (FSRM) FOUNDATIONS OF FINANCIAL STATISTICS AND RISK MANAGEMENT 16:958:5 Week 1) Finance and The Financial Environment  Principles of Finance and Financial Marke

      RUTGERS FINANCIAL STATISTICS AND RISK MANAGEMENT PROGRAM (FSRM) FOUNDATIONS OF FINANCIAL STATISTICS AND RISK MANAGEMENT 16:958:5 Week 1) Finance and The Financial Environment  Principles of Finance and Financial Marke

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      Source URL: www.bbhub.io

      Language: English - Date: 2016-05-31 14:24:48