Open AccessLimits of Arbitrage: The State of the Theory
Author(s) -
Denis Gromb,
Dimitri Vayanos
Publication year - 2010
Language(s) - English
Resource type - Reports
DOI - 10.3386/w15821
Subject(s) - arbitrage , statistical arbitrage , econometrics , state (computer science) , index arbitrage , financial economics , economics , computer science , arbitrage pricing theory , risk arbitrage , capital asset pricing model , algorithm
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