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The digital edition of all books may be viewed on our website before purchase. Excerpt from Arbitrage With Holding Costs: An Utility-Based Approach (Classic Reprint)
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Arbitrage With Holding Costs: An Utility-Based Approach (Classic Reprint)
impression à la demandeVendeur : Forgotten Books, London, Royaume-Uni
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Paperback. Etat : New. Print on Demand. This book seeks to establish a theoretical framework for understanding the impact of market frictions on investment strategies by studying one such friction: holding costs. The author notes that these often-ignored, unit-time costs are present in many arbitrage contexts, citing the short-selling of spot securities and reverse repurchase agreements as examples. The author's model is the first to incorporate such costs without removing all incentives for arbitrageurs to exploit market mispricings, painting a more realistic picture than previous models. It is assumed that arbitrageurs are not risk-tolerant speculators, but rather risk-averse investors with a finite time horizon. The author finds that, even so, arbitrageurs will, in fact, take risky positions with the potential to return a finite, though positive, reward, despite the presence of substantial holding costs. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item. N° de réf. du vendeur 9781332251896_0
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Arbitrage With Holding Costs An UtilityBased Approach Classic Reprint
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur LW-9781332251896
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Arbitrage With Holding Costs An UtilityBased Approach Classic Reprint
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur LW-9781332251896
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Expédition depuis Royaume-Uni vers Etats-Unis
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Arbitrage With Holding Costs : An Utility-Based Approach (Classic Reprint)
Edité par
Forgotten Books, 2015
ISBN 10 : 1332251897
ISBN 13 : 9781332251896
Ancien ou d'occasion
Couverture souple
Vendeur : Buchpark, Trebbin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar. N° de réf. du vendeur 26073583/1
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EUR 13,61
Expédition à EUR 105
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Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)