Beta-Arbitrage strategies: when do they work, and why ?
Contributeurs/tricesBerrada, Tony Nicolas; Messikh, Reda Jürg; Oderda, Gianluca; Pictet, Olivier Victor Henri
Nombre de pages39
Date de publication2014
RemarqueSoumis dans : Quantitative Finance
Structure d'affiliation
Citation (format ISO)
BERRADA, Tony Nicolas et al. Beta-Arbitrage strategies: when do they work, and why ? 2014, p. 39. doi: 10.2139/ssrn.1976285
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Identifiants
- PID : unige:45312
- DOI : 10.2139/ssrn.1976285