结果:找到“The Limits of Arbitrage”相关内容5个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
行为金融学:相关经典研究性论文
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行为金融学:相关经典研究性论文
1. A Unified
Theory
of Underreaction, Momentum Trading, and Overreaction in Asset Markets. pdf
2. BSR:A model
of investor sentiment. pdf
3. Does the Stock Marke ...
2020-2-20 10:40 - Mujahida - 现金交易版
The Limits of Arbitrage
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The Limits of Arbitrage Andrei Shleifer and Robert W. Vishny
ABSTRACT Textbook arbitrage in financial markets requires no capital and entails no risk. In reality, almost all arbitrage requir ...
2015-5-26 01:25 - accumulation - 金融学(理论版)
The limits of arbitrage
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THE artcle proceeded the demise f Long Term Capital Management, which argues that arb strategy can be far more volatile
http://www.math.mcmaster.ca/~grasselli/ShleiferVishny97.pdf
2012-12-24 07:51 - Averyhappybunny - 金融工程(数量金融)与金融衍生品