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The Arbitrage Model of Security Returns

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The Arbitrage Model of Security Returns

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Making Money with Statistical Arbitrage

part, I am going to introduce a semi-variance model for statistical arbitrage. The model is compared to the standard Garch model, which;

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Risk Arbitrage

Originally published in 1982, Risk Arbitrage has become a classic on arbitrage strategies by the dean of the arbitrage community. It;

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Absence of Arbitrage Valuation

disparate fields as fixed income security pricing, foreign exchange spots, and forward rates.;

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Simulating Security Returns

of security returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being;

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Convertible Arbitrage

expert in the field, this comprehensive guide explores a wide range of convertible topics. Readers will be introduced to a variety of models for;

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Security Valuation

Security Valuation: A Simple Introduction offers an accessible guide to the principles and methods of security valuation, with examples and;

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Democratic Processes and Financial Markets

overall market behavior changes. To measure political information, Professors Bernhard and Leblang employ sophisticated models of the political;

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Democratic Processes and Financial Markets

overall market behavior changes. To measure political information, Professors Bernhard and Leblang employ sophisticated models of the political;

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Empirical Dynamic Asset Pricing

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and;

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Empirical Asset Pricing Models

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or;

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Empirical Asset Pricing Models

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or;

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Modern Sabr Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians

Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage;

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Managing Your Investment Portfolio For Dummies

portfolio of investments that s flexible enough to provide positive returns, no matter what the market is doing. Inside you ll find a wealth;

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Merger Masters

Merger Masters presents revealing profiles of monumentally successful merger investors based on exclusive interviews with some of the;

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Essays on Using High-Frequency Data in Empirical Asset Pricing Models

This dissertation explores using high-frequency data in empirical asset pricing models. It includes three chapters. The first chapter;

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Handbook of Portfolio Construction

in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the;

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Handbook of Portfolio Construction

in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the;

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A Factor Model Approach to Derivative Pricing

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing;

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Risk Arbitrage

A much-needed, up-to-date primer on the risk arbitrage investment process. Widely popular during the M&A boom of the early '80s, risk;

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Investing In The Modern Age

search of returns. Many security market regularities or anomalies are discussed including political party and January effects as is the process;

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Performance of Stock Market Driven Acquisitions

measured by a market model, a market adjusted model and an accounting return model. These findings support the theory's prediction of negative;

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Derivatives Pricing and Modeling

or themes. The book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, new;

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Theory of Financial Decision Making

-variance analysis and the Capital Asset Pricing Model, the Arbitrage Pricing Theory, complete markets, multiperiod portfolio problems and the;

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Contemporary Issues in Financial Institutions and Markets

, highlighting the diverse nature of academic research in banking and finance. As a consequence the contributions cover a wide range of issues across a;

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Contemporary Issues in Financial Institutions and Markets

, highlighting the diverse nature of academic research in banking and finance. As a consequence the contributions cover a wide range of issues across a;

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