Open AccessBeta-Arbitrage Strategies: When Do They Work, and Why?
Author(s) -
Tony Berrada,
Reda Jürg Messikh,
Gianluca Oderda,
Olivier V. Pictet
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2135288
Subject(s) - beta (programming language) , arbitrage , work (physics) , business , economics , financial economics , computer science , engineering , mechanical engineering , programming language
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