A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change - Hau, Harald 1966- (CEPR, 2007)
Keywords: Arbitrage - Mathematical models; Stocks - Prices - Mathematical models; Stocks - Rate of return - Mathematical models; Arbeitspapier / Working paper - 24; Finanzmarkt / Kapitalertrag / Arbitrage Pricing / Asymmetrische Information / Schock / Portfolio-Management; Mathematisches Modell; Arbitrage -- Mathematical models; Stocks -- Prices -- Mathematical models; Stocks -- Rate of return -- Mathematical models