총 12,855건 중 1,000건 출력
, 5/100 페이지
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41
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Determinants and implications of arbitrage holdings in acquisitions
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Hsieh, Jim;
Walkling, Ralph A.;
;
(Journal of financial economics,
v.77,
2005,
pp.605-648)
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42
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Comonotonic asset prices in arbitrage-free markets
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Dhaene, Jan;
Kukush, Alexander;
Linders, Danië
l;
KU Leuven;
Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv;
University of Illinois at Urbana-Champaign;
(Journal of computational and applied mathematics,
v.364,
2020,
pp.112310)
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43
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Arbitrage Portfolios
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Kim, Soohun;
Korajczyk, Robert A;
Neuhierl, Andreas;
College of Business, Korea Advanced Institute of Science and Technology;
Kellogg School of Management, Northwestern University;
Olin Business School, Washington University in St. Louis;
(The Review of financial studies,
v.34,
2021,
pp.2813-2856)
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44
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A general equilibrium analysis of strategic arbitrage
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Zigrand, Jean-Pierre;
;
(Journal of mathematical economics,
v.40,
2004,
pp.923-952)
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45
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Arbitrage Chains
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DOW, JAMES;
GORTON, GARY;
;
(The Journal of finance,
v.49,
1994,
pp.819-849)
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46
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Arbitrage‐free XVA
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Bichuch, Maxim;
Capponi, Agostino;
Sturm, Stephan;
Department of Applied Mathematics and Statistics, Johns Hopkins University, Baltimore, MD;
Industrial Engineering and Operations Research Department, Columbia University, New York, NY;
Department of Mathematical Sciences, Worcester Polytechnic Institute, Worcester, MA;
(Mathematical finance : an international journal of mathematics, statistics, and financial theory,
v.28,
2018,
pp.582-620)
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47
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Efficiency analysis, shortage functions, arbitrage, and martingales
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Chambers, Robert G.;
Fä
re, Rolf;
;
(European journal of operational research,
v.213,
2011,
pp.349-358)
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48
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No Arbitrage and Arbitrage Pricing: A New Approach
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BANSAL, RAVI;
VISWANATHAN, S.;
;
(The Journal of finance,
v.48,
1993,
pp.1231-1262)
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49
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Dynamics of Arbitrage
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Ederington, Louis H.;
Fernando, Chitru S.;
Holland, Kateryna V.;
Lee, Thomas K.;
Linn, Scott C.;
;
(Journal of financial and quantitative analysis,
v.56,
2021,
pp.1350-1380)
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50
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Turning alphas into betas: Arbitrage and endogenous risk
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Cho, Thummim;
;
(Journal of financial economics,
v.137,
2020,
pp.550-570)