A generalized portfolio approach to limited risk arbitrage: evidence from the MSCI global index change
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
CEPR
2007
|
| Schriftenreihe: | Discussion paper / Centre for Economic Policy Research
6094 : Financial economics |
| Schlagworte: | |
| Beschreibung: | 43 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| id | DE-604.BV022944574 |
| illustrated | Illustrated |
| index_date | 2024-07-02T18:59:19Z |
| indexdate | 2024-07-09T21:08:15Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016149169 |
| oclc_num | 255889301 |
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| owner_facet | DE-355 DE-BY-UBR |
| physical | 43 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | CEPR |
| record_format | marc |
| series2 | Discussion paper / Centre for Economic Policy Research |
| spelling | Hau, Harald 1966- Verfasser (DE-588)124951031 aut A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change Harald Hau London CEPR 2007 43 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Centre for Economic Policy Research 6094 : Financial economics 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 Centre for Economic Policy Research Discussion paper 6094 : Financial economics (DE-604)BV023545932 6094 |
| spellingShingle | Hau, Harald 1966- A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change 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 |
| title | A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change |
| title_auth | A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change |
| title_exact_search | A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change |
| title_exact_search_txtP | A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change |
| title_full | A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change Harald Hau |
| title_fullStr | A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change Harald Hau |
| title_full_unstemmed | A generalized portfolio approach to limited risk arbitrage evidence from the MSCI global index change Harald Hau |
| title_short | A generalized portfolio approach to limited risk arbitrage |
| title_sort | a generalized portfolio approach to limited risk arbitrage evidence from the msci global index change |
| title_sub | evidence from the MSCI global index change |
| topic | 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 |
| topic_facet | 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 |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT hauharald ageneralizedportfolioapproachtolimitedriskarbitrageevidencefromthemsciglobalindexchange |