Relevant bibliographies by topics / Arbitrage Theory

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Arbitrage Theory'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Arbitrage Theory"

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Miller, Edward M. "Arbitrage pricing theory." Journal of Portfolio Management 18, no. 1 (October 31, 1991): 72–76. http://dx.doi.org/10.3905/jpm.1991.409392.

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Clark, Stephen A. "Arbitrage approximation theory." Journal of Mathematical Economics 33, no. 2 (March 2000): 167–81. http://dx.doi.org/10.1016/s0304-4068(99)00016-6.

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Reisman, Haim. "Intertemporal Arbitrage Pricing Theory." Review of Financial Studies 5, no. 1 (January 1992): 105–22. http://dx.doi.org/10.1093/rfs/5.1.105.

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Acharya, Viral V., Hyun Song Shin, and Tanju Yorulmazer. "A Theory of Arbitrage Capital." Review of Corporate Finance Studies 2, no. 1 (January 17, 2013): 62–97. http://dx.doi.org/10.1093/rcfs/cfs006.

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We present a model of equilibrium allocation of capital for arbitrage. If asset prices may fall low enough, it is profitable to carry liquid capital to acquire assets in such states. Set against this, keeping capital in liquid form entails costs in terms of foregone profitable investments. This trade-off generates occasional fire sales and limited arbitrage capital as robust phenomena. With learning-by-doing effects, arbitrage capital moves in to acquire assets only if fire sales are steep. However, once arbitrage capital finds it profitable to acquire assets, it requires similar returns elsewhere, inducing contagious fire-sale prices even for unrelated assets. (JEL G21, G28, G38, E58, D62)
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Gilles, Christian, and Stephen F. LeRoy. "On the arbitrage pricing theory." Economic Theory 1, no. 3 (September 1991): 213–29. http://dx.doi.org/10.1007/bf01210561.

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Sick, Gordon, and William T. Ziemba. "Arbitrage theory: Introductory lectures on arbitrage-based financial asset pricing." European Journal of Operational Research 27, no. 2 (October 1986): 255–56. http://dx.doi.org/10.1016/0377-2217(86)90072-x.

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Stapleton, Richard, Gregory Connor, Marti G. Subrahmanyam, and Bernd P. Luedecke. "Arbitrage Pricing Theory: The Way Forward." Australian Journal of Management 10, no. 1 (June 1985): 109–30. http://dx.doi.org/10.1177/031289628501000108.

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Rambaud, Salvador Cruz. "Arbitrage Theory with State-Price Deflators." Stochastic Models 29, no. 3 (July 3, 2013): 306–27. http://dx.doi.org/10.1080/15326349.2013.808902.

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LATHAM, MARK. "The Arbitrage Pricing Theory and Supershares." Journal of Finance 44, no. 2 (June 1989): 263–82. http://dx.doi.org/10.1111/j.1540-6261.1989.tb05057.x.

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FRAHM, GABRIEL. "ARBITRAGE PRICING THEORY IN ERGODIC MARKETS." International Journal of Theoretical and Applied Finance 21, no. 05 (August 2018): 1850036. http://dx.doi.org/10.1142/s021902491850036x.

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Traditional approaches to Arbitrage Pricing Theory (APT) propose a factor model, but empirical applications of APT are, nowadays, based on seemingly unrelated regression. I drop the factor model and assume only that the market is ergodic. This enables me to apply the theory of Hilbert spaces in a natural way. The expected return on any asset can always be approximated by an affine-linear function of its betas and we are able to estimate the relative number of assets that violate the APT equation by taking the expected returns and betas in the market into account. I present a simple sufficient condition for the APT equation in its inexact form. Further, I show that the APT equation holds true in its exact form if and only if an equilibrium market is exhaustive, which means that it must be possible to replicate the betas and idiosyncratic risk of each asset by some strategy that diversifies away all approximation errors in the market.
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Dissertations / Theses on the topic "Arbitrage Theory"

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Mengler, Jan. "Arbitrage Pricing Theory." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-77153.

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Determination of the stock expected return is an important element of asset management. This paper presents an Arbitrage Pricing Theory model, which strives to estimate the expected return explaining the historical volatility of the stock prices. This paper presents the model as it was introduced, necessary extension for application to a small market included. Statistical methods on which the model has been build are discussed -- factor analysis completed by principal component analysis. In the practical part, the model is applied to the Czech market with an assessment of the success of the application. The forces which were expected to represent risk factors for the market have been examined as well. It will be shown that the model may contribute to the understanding of risk behaviour of the stocks.
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Salas, Vargas Renan Ramiro. "Estudo da teoria de preços por arbitragem: 'the arbitrage pricing theory (APT)'." reponame:Repositório Institucional do FGV, 1993. http://hdl.handle.net/10438/5133.

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Trata da explicação da teoria do APT, abarcando o estudo de suas fontes de referência, pressupostos, modelo matemático, testes empíricos e estudos de aplicação prática de suas medidas de risco. Ressalta os aportes da teoria ao estudo do risco de preços da Teoria Financeira, descrevendo os trabalhos que identificaram vantagens do APT em relação ao CAPM, relativas ao conteúdo econômico de sua equação de equilíbrio e compravaçãu empírica. Inclue um levantamento das críticas realizadas à teoria, destacando os argumentos de resposta fornecidos pelos defensores do APT. Também explica a: metccoloçias de estimativa e teste do modelo, ilustrando a forma em que são mensurados os fatores econórnicc, de risco de preços
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Bernat, Liana Oliveira. "Arbitrage pricing theory in international markets." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-01122011-203538/.

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This dissertation studies the impact of multiple pre-specified sources of risk in the return of three non-overlapping groups of countries, through an Arbitrage Pricing Theory (APT) model. The groups are composed of emerging and developed markets. Emerging markets have become important players in the world economy, especially as capital receptors, but they were not included in the majority of previous related works. Two strategies are used to choose two set of risk factors. The first one is to use macroeconomic variables, as prescribed by most of the literature, such as world excess return, exchange rates, variation in the spread between Eurodollar deposit tax and U.S. Treasury bill (TED spread) and change in the oil price. The second strategy is to extract factors by using a principal component analysis, designated as statistical factors. The first important result is a great resemblance between the first statistical factor and the world excess return. We estimate the APT model using two statistical methodologies: Iterated Nonlinear Seemingly Unrelated Regression (ITNLSUR) by McElroy and Burmeister (1988) and the Generalized Method Moments (GMM) by Hansen (1982). The results from both methods are very similar. With macroeconomic variables, only the world excess of return is priced in the three groups with a premium varying from 4.4% to 6.3% per year and, in the model with statistical variables, only the first statistical factor is priced in all groups with a premium varying from 6.2% to 8.5% per year.
Essa dissertação estuda o impacto de múltiplas fontes de riscos pré-especificados nos retornos de três grupos de países não sobrepostos, através de um modelo de Teoria de Precificação por Arbitragem (APT). Os grupos são compostos por mercados emergentes e desenvolvidos. Mercados emergentes tornaram-se importantes na economia mundial, especialmente como receptores de capital, mas não foram inclusos na maioria dos trabalhos correlatos anteriores. Duas estratégias foram adotadas para a escolha de dois conjuntos de fatores de risco. A primeira foi utilizar variáveis macroeconômicas, descritas na maior parte da literatura, como e excesso de retorno da carteira mundial, taxas de câmbio, variação da diferença entre a taxa de depósito em Eurodólar e a U.S. Treasury Bill (TED Spread) e mudanças no preço do petróleo. A segunda estratégia foi extrair fatores de risco através de uma análise de componentes principais, denominados fatores estatísticos. O primeiro resultado importante é a grande semelhança entre o primeiro fator estatístico e o retorno da carteira mundial. Nós estimamos o modelo APT usando duas metodologias estatísticas: Regressões Aparentemente não Correlacionadas Iteradas (ITNLSUR) de McElroy e Burmeister (1988) e o Método dos Momentos Generalizados (GMM) de Hansen (1982). Os resultados de ambas as metodologias são muito similares. Utilizando variáveis macroeconômicas, apenas o excesso de retorno da carteira mundial é precificado nos três grupos com prêmios variando de 4,4% a 6.3% ao ano e, no modelo com variáveis estatísticas, apenas o primeiro fator estatístico é precificado em todos os grupos com prêmios que variam entre 6,2% a 8,5% ao ano.
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Cerny, Ales. "Arbitrage in monetary economics and finance." Thesis, University of Warwick, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.322441.

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Swanger, Craig. "The arbitrage pricing theory : implications for the Australian sharemarket /." Title page, contents and abstract only, 1995. http://web4.library.adelaide.edu.au/theses/09C/09c9723.pdf.

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Kiermeier, Michaela. "Essays on the arbitrage pricing theory and wavelet analysys /." Florence : European University institute, 1998. http://catalogue.bnf.fr/ark:/12148/cb37001394k.

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El, Ghandour Laila. "Liquidity risk and no arbitrage." Thesis, Stellenbosch : Stellenbosch University, 2013. http://hdl.handle.net/10019.1/79975.

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Thesis (MSc)--Stellenbosch University, 2013.
ENGLISH ABSTRACT: In modern theory of finance, the so-called First and Second Fundamental Theorems of Asset Pricing play an important role in pricing options with no-arbitrage. These theorems gives a necessary and sufficient conditions for a market to have no-arbitrage and for a market to be complete. An early version of the First Fundamental Theorem of Asset Pricing was proven by Harrison and Kreps [30] in the case of a finite probability space. A more general version was proven by Harrison and Pliska [31] in the case of a finite probability space and discrete time. In the case of continuous time, Delbaen and Schachermayer [19] introduced a more general concept of no-arbitrage called "No-Free Lunch With Vanishing Risk" (NFLVR), and showed that for a locally-bounded semimartingale price process NFLVR is essentially equivalent to the existence of an equivalent local martingale measure. The goal of this thesis is to review the theory of arbitrage pricing and the extension of this theory to include liquidity risk. At the current time, liquidity risk is a key challenge faced by investors. Consequently there is a need to develop more realistic pricing models that include liquidity risk. We present an approach to liquidity risk by Çetin, Jarrow and Protter [10]. In to this approach the liquidity risk is embedded into the classical theory of arbitrage pricing by having investors act as price takers, and assuming the existence of a supply curve where prices depend on trade size. This framework assumes that the quantity impact on the price transacted is momentary. Using trading strategies that are both continuous and of finite variation allows one to avoid liquidity costs. Therefore, the First and Second Fundamental Theorems of Asset Pricing and the Black-Scholes model can be extended.
AFRIKAANSE OPSOMMING: In moderne finansiële teorie speel die sogenaamde Eerste en Tweede Fundamentele Stellings van Bateprysbepaling ’n belangrike rol in die prysbepaling van opsies in arbitrage-vrye markte. Hierdie stellings gee nodig en voldoende voorwaardes vir ’n mark om vry van arbitrage te wees, en om volledig te wees. ’n Vroeë weergawe van die Eerste Fundamentele Stelling was deur Harrison en Kreps [30] bewys in die geval van ’n eindige waarskynlikheidsruimte. ’n Meer algemene weergawe was daarna gepubliseer deur Harrison en Pliska [31] in die geval van ’n eindige waarskynlikheidsruimte en diskrete tyd. In die geval van kontinue tyd het Delbaen en Schachermayer [19] ’n meer algemene konsep van arbitragevryheid ingelei, naamlik “No–Free–Lunch–With–Vanishing–Risk" (NFLVR), en aangetoon dat vir lokaalbegrensde semimartingaalprysprosesse NFLVR min of meer ekwivalent is aan die bestaan van ’n lokaal martingaalmaat. Die doel van hierdie tesis is om ’n oorsig te gee van beide klassieke arbitrageprysteorie, en ’n uitbreiding daarvan wat likideit in ag neem. Hedendaags is likiditeitsrisiko ’n vooraanstaande uitdaging wat beleggers die hoof moet bied. Gevolglik is dit noodsaaklik om meer realistiese modelle van prysbepaling wat ook likiditeitsrisiko insluit te ontwikkel. Ons bespreek die benadering van Çetin, Jarrow en Protter [10], waar likiditeitsrisiko in die klassieke arbitrageprysteorie ingesluit word deur die bestaan van ’n aanbodkromme aan te neem, waar pryse afhanklik is van handelsgrootte. In hierdie raamwerk word aangeneem dat die impak op die transaksieprys slegs tydelik is. Deur gebruik te maak van handelingsstrategië wat beide kontinu en van eindige variasie is, is dit dan moontlik om likiditeitskoste te vermy. Die Eerste en Tweede Fundamentele Stellings van Bateprysbepaling en die Black–Scholes model kan dus uitgebrei word om likiditeitsrisiko in te sluit.
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Morales, Roberto Antonio. "Measuring the risk of investment in Latin America's emerging markets." Thesis, Virginia Tech, 1999. http://hdl.handle.net/10919/43467.

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This paper uses a multi-factor Arbitrage Pricing model to measure the systematic risks of U.S. Foreign Direct Investments (FDI) in the largest emerging markets of Latin America: Argentina, Brazil, Chile, and Mexico. The Arbitrage Pricing Theory (APT) states that returns on investments are exposed to and affected by a number of economy-wide factors or risks. Moreover, risk is defined as the potential losses due to the unanticipated or unexpected changes in the systematic risk factors . Because the unexpected changes in those factors account for the discrepancies between expected and actual returns, we can measure systematic risk by using traditional econometrics and multivariable analysis. Essentially, APT postulates expected returns are a linear function of unexpected changes in various regressors. The magnitude and sign of the coefficients generated provide a way to obtain a dollar denominated time explicit measure of risk. This model is estimated with a variety of estimators and it identifies four risk factors: the annual growth rates of Gross Domestic Product (GDP), money supply (M1), total exports, and total external debt, as determinants of returns. The Ordinary Least Square (OLS) results are somewhat robust--three out of four factors have the expected sign, thus supporting the hypothesis. GLS procedures reveal similar results.
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Lencione, Maria Angélica Cristino. "Arbitrage pricing theory (APT): uma aplicação na Bolsa de Valores de São Paulo." reponame:Repositório Institucional do FGV, 1999. http://hdl.handle.net/10438/4715.

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O presente trabalho tem como objetivos explicar os retornos do índice da Bolsa de valores de São Paulo, o IBOVESPA, no período após a implantação do Plano Real, iniciando-se por janeiro de 1995 e tínanzando-se em agosto de 1998, através de variáveis macroeconômicas, utilizando-se do ferramental proposto pelo 'Arbitrage Pricing Theory', considerando trabalhos realizados no mundo, bem como as especificidades do mercado brasileiro e divulgar a teoria, suas premissas e vantagens à comunidade e ao mercado, a fim de estimular sua utilização, através do uso de variáveis de fácil acesso aos analistas.
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Shiratori, Carlo Eduardo. "Estimação do modelo APT (Arbitrage Pricing Theory) para o mercado brasileiro de FIIs." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/18049.

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Rejected by Renata de Souza Nascimento (renata.souza@fgv.br), reason: Carlos, boa tarde Para que seu trabalho esteja de acordo com as normas da ABNT, será necessário realizar alguns ajustes: Primeiramente, foi solicitado alteração do título? Caso não, será necessário retornar ao título que consta em ata: ESTIMAÇÃO DO MODELO APT PARA O MERCADO BRASILEIRO DE FLLS Nas páginas que constam seu nome, o título e São Paulo 2017, deixa-los em letra maiúscula. A ficha catalográfica deve estar após a contra capa, na parte inferior da página. Retirar a numeração das páginas anteriores à Introdução. Em seguida deverá submeter o arquivo novamente. Att on 2017-03-16T16:13:00Z (GMT)
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This thesis seeks to investigate the risk factors that determine the returns of the FIIs traded in the stock exchange and organized counter markets of the BVMF, through the estimation of the APT model, according to the two classic approaches. For this purpose two APT models were estimated one with macroeconomic risk factors and a principal component analysis (PCA) of the returns of the FIIs selected for the sample. The results obtained indicate low explanatory power of the two APT models and, except for the ETTJt interest rate structure, no statistical significance was observed for the macroeconomic risk factors, results different from those obtained by Chan, Hendershott and Sanders (1990) for the US REITs market and similar to the results obtained by Rebeschini and Leal (2016) for the Brazilian stock investment funds market. This may indicate that despite the recent strong growth in the Brazilian FII market, the level of FIIs' Brazilian market development is still low, especially when compared to other assets traded in the Brazilian financial market or similar assets traded in foreign markets. Being observed a large number of FIIs with a single portfolio asset, which, together with the results obtained in previous studies and principal component analysis (PCA), suggest that FII returns are more related to the characteristics of the underlying assets than to risk factors related to market indices.
A presente dissertação busca investigar os fatores de risco que determinam os retornos dos fundos de investimentos imobiliários - FIIs negociados nos mercados de bolsa e balcão organizado da BVMF , mediante a estimação do modelo Arbitrage Princing Theory - APT, originalmente proposto por Ross (1976), conforme as duas principais abordagens. Para tanto foram estimados dois modelos APT um com fatores de risco macroeconômicos e uma Análise de Componentes Principais - PCA dos retornos dos FIIs selecionados para a amostra. Os resultados obtidos indicam baixo poder explicativo dos dois modelos APT e exceto pela estrutura de taxa de juros ETTJt não foi observada significância estatística dos fatores de risco macroeconômicos, resultados diferentes dos obtidos por Chan, Hendershott e Sanders (1990) para o mercado americano de REITs e semelhante aos resultado obtidos por Rebeschini e Leal (2016) para o mercado de fundos de investimento em ações brasileiros. O que pode indicar que apesar do forte crescimento recente do mercado brasileiro de FIIs, ainda é baixo o nível de desenvolvimento do mercado brasileiro de FIIs, principalmente se comparado a outros ativos negociados no mercado financeiro brasileiro ou de ativos semelhantes negociados em mercados estrangeiros, sendo observado ainda um grande número de FIIs com um único ativo em carteira, o que aliado aos resultados obtidos em trabalhos anteriores e na análise de componentes principais (PCA) sugerem que os retornos dos FIIs estão mais relacionados às características próprias dos ativos subjacentes do que à fatores de risco relacionados à índices de mercado.
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Books on the topic "Arbitrage Theory"

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Wilhelm, Jochen E. M. Arbitrage Theory. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-642-50094-7.

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Huberman, Gur. Arbitrage pricing theory. [New York, N.Y.]: Federal Reserve Bank of New York, 2005.

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Arbitrage theory in continuous time. Oxford: Oxford University Press, 1998.

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Arbitrage theory in continuous time. 2nd ed. Oxford: Oxford University Press, 2004.

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Arbitrage theory: Introductory lectures on arbitrage-based financial asset pricing. Berlin: Springer-Verlag, 1985.

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Gromb, Denis. Limits of arbitrage: The state of the theory. Cambridge, MA: National Bureau of Economic Research, 2010.

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Perraudin, William R. M. Continuous time international arbitrage pricing: Theory and estimation. Cambridge: University of Cambridge Department of Applied Economics, 1994.

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Coulter, Martin D. The relevance of the arbitrage pricing theory to Irish equity returns. Dublin: University College Dublin, 1988.

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New methods for the arbitrage pricing theory and the present value model. Singapore: World Scientific, 1994.

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Connor, Gregory. The arbitrage pricing theory and multifactor models of asset returns. London: London School of Economics, Financial Markets Group, 1992.

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Book chapters on the topic "Arbitrage Theory"

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Cipra, Tomas. "Arbitrage Theory." In Financial and Insurance Formulas, 119–22. Heidelberg: Physica-Verlag HD, 2010. http://dx.doi.org/10.1007/978-3-7908-2593-0_14.

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Filipović, Damir. "Arbitrage Theory." In Term-Structure Models, 59–77. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-68015-4_4.

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Jarrow, Robert A. "Arbitrage Pricing Theory." In Continuous-Time Asset Pricing Theory, 389–92. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_19.

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Huberman, Gur, and Zhenyu Wang. "Arbitrage Pricing Theory." In The New Palgrave Dictionary of Economics, 389–99. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_374.

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Huberman, Gur. "Arbitrage Pricing Theory." In Finance, 72–80. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-20213-3_5.

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Huberman, Gur. "Arbitrage Pricing Theory." In The New Palgrave Dictionary of Economics, 1–7. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_374-1.

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Huberman, Gur, and Zhenyu Wang. "Arbitrage Pricing Theory." In The New Palgrave Dictionary of Economics, 1–12. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_374-2.

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Jarrow, Robert A. "Arbitrage Pricing Theory." In Continuous-Time Asset Pricing Theory, 401–4. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74410-6_19.

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Aussenegg, Wolfgang. "Die Arbitrage Pricing Theory." In Die Ermittlung der Faktorstruktur, 7–37. Wiesbaden: Deutscher Universitätsverlag, 1995. http://dx.doi.org/10.1007/978-3-663-08385-6_2.

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Kabanov, Yuri, and Mher Safarian. "Arbitrage Theory for Frictionless Markets." In Markets with Transaction Costs, 71–104. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-68121-2_2.

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Conference papers on the topic "Arbitrage Theory"

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Xia, Jianming, and Jia-An Yan. "Some Remarks on Arbitrage Pricing Theory." In Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0018.

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Pan, Heping, and Xingyang Liu. "Intelligent Portfolio Theory and Arbitrage in Commodity Futures." In 2020 IEEE 18th International Conference on Industrial Informatics (INDIN). IEEE, 2020. http://dx.doi.org/10.1109/indin45582.2020.9442250.

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Yang, Yuxiang, Zhongzhen Tan, and Jianguo Zou. "Applicability of Arbitrage Pricing Theory on Chinese Security Market." In 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.50.

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Ahmadi, H. "Testability of the arbitrage pricing theory by neural network." In 1990 IJCNN International Joint Conference on Neural Networks. IEEE, 1990. http://dx.doi.org/10.1109/ijcnn.1990.137598.

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Fung Yip and Lei Xu. "An application of independent component analysis in the arbitrage pricing theory." In Proceedings of the IEEE-INNS-ENNS International Joint Conference on Neural Networks. IJCNN 2000. Neural Computing: New Challenges and Perspectives for the New Millennium. IEEE, 2000. http://dx.doi.org/10.1109/ijcnn.2000.861471.

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Wei, Yicheng, and Junzo Watada. "Building a type-2 fuzzy regression model based on credibility theory and its application on arbitrage pricing theory." In 2014 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE). IEEE, 2014. http://dx.doi.org/10.1109/fuzz-ieee.2014.6891608.

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Fratean, Adrian, Petru Dobra, and Florin Simonca. "The opportunity of energy arbitrage by using predictive control in a solar passive house." In 2016 20th International Conference on System Theory, Control and Computing (ICSTCC). IEEE, 2016. http://dx.doi.org/10.1109/icstcc.2016.7790731.

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Hasuike, Takashi, Hideki Katagiri, and Hiroshi Tsuda. "Robust random fuzzy portfolio selection model with Arbitrage Pricing Theory using TS fuzzy reasoning method." In 2012 Joint 6th Intl. Conference on Soft Computing and Intelligent Systems (SCIS) and 13th Intl. Symposium on Advanced Intelligent Systems (ISIS). IEEE, 2012. http://dx.doi.org/10.1109/scis-isis.2012.6505234.

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Kadyrov, A. S., I. Bray, A. M. Mukhamedzhanov, and A. T. Stelbovics. "Unified Theory of Scattering for Arbitrary Potentials." In Proceedings of the 3rd Asia-Pacific Conference. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812706881_0054.

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Nasser, Rajai, and Joseph M. Renes. "Polar codes for arbitrary classical-quantum channels and arbitrary cq-MACs." In 2017 IEEE International Symposium on Information Theory (ISIT). IEEE, 2017. http://dx.doi.org/10.1109/isit.2017.8006534.

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Reports on the topic "Arbitrage Theory"

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Gromb, Denis, and Dimitri Vayanos. Limits of Arbitrage: The State of the Theory. Cambridge, MA: National Bureau of Economic Research, March 2010. http://dx.doi.org/10.3386/w15821.

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Lehmann, Bruce, and David Modest. The Empirical Foundations of the Arbitrage Pricing Theory I: The Empirical Tests. Cambridge, MA: National Bureau of Economic Research, October 1985. http://dx.doi.org/10.3386/w1725.

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Gabaix, Xavier, Arvind Krishnamurthy, and Olivier Vigneron. Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market. Cambridge, MA: National Bureau of Economic Research, December 2005. http://dx.doi.org/10.3386/w11851.

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Lehmann, Bruce, and David Modest. The Empirical Foundations of the Arbitrage Pricing Theory II: The Optimal Construction of Basis Portfolios. Cambridge, MA: National Bureau of Economic Research, October 1985. http://dx.doi.org/10.3386/w1726.

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Andersen, Torben, Tim Bollerslev, and Dobrislav Dobrev. No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications. Cambridge, MA: National Bureau of Economic Research, March 2007. http://dx.doi.org/10.3386/w12963.

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Qin, H., W. M. Tang, and G. Rewoldt. Gyrokinetic theory for arbitrary wavelength electromagnetic modes in tokamaks. Office of Scientific and Technical Information (OSTI), October 1997. http://dx.doi.org/10.2172/304152.

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Qin, H., G. Rewoldt, and W. M. Tang. Gyrokinetic Theory for Arbitrary Wavelength Electromagnetic Modes in Tokamaks. Office of Scientific and Technical Information (OSTI), October 1997. http://dx.doi.org/10.2172/3678.

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El Hallabi, M., and R. A. Tapia. A Global Convergence Theory for Arbitrary Norm Trust-Region Methods for Nonlinear Equations. Fort Belvoir, VA: Defense Technical Information Center, May 1995. http://dx.doi.org/10.21236/ada444977.

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Santos, H. A., J. A. Evans, and T. J. Hughes. Generalization of the Twist-Kirchhoff Theory of Plate Elements to Arbitrary Quadrilaterals and Assessment of Convergence. Fort Belvoir, VA: Defense Technical Information Center, July 2011. http://dx.doi.org/10.21236/ada555338.

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O'Connell, Paul G., and Shang-Jin Wei. "The Bigger They Are, The Harder They Fall": How Price Differences Across U.S. Cities Are Arbitraged. Cambridge, MA: National Bureau of Economic Research, July 1997. http://dx.doi.org/10.3386/w6089.

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You might also be interested in the extended bibliographies on the topic 'Arbitrage Theory' for particular source types:
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