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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)
Limits of Arbitrage
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【作者(必填)】Denis Gromb1,2 and Dimitri Vayanos2,3,4
【文题(必填)】
Limits of
Arbitrage
【年份(必填)】2010
【全文链接或数据库名称(选填)】http://www.annualreviews.org/doi/abs/10.1146/annurev-fin ...
2015-5-14 09:17 - nkky2011 - 求助成功区
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