Open AccessLimits to Arbitrage and Hedging: Evidence from Commodity Markets
Author(s) -
Viral V. Acharya,
Lars A. Lochstoer,
Tarun Ramadorai
Publication year - 2011
Language(s) - English
Resource type - Reports
DOI - 10.3386/w16875
Subject(s) - arbitrage , commodity , financial economics , economics , index arbitrage , limits to arbitrage , statistical arbitrage , monetary economics , business , risk arbitrage , arbitrage pricing theory , finance , capital asset pricing model
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