The efficient market hypothesis theory states that the market prices securities fairly and efficiently, and investors are unable to outperform the market consistently. Moreover, EMH theory proposes ...

where Rt+1 is an n-dimensional random vector containing the cross-section of returns in excess of the risk-free rate over some Only users who have a paid subscription or are part of a corporate ...

The Review of Economic Studies, Vol. 62, No. 1 (Jan., 1995), pp. 101-114 (14 pages) This paper develops a framework for a general equilibrium analysis of asset markets when the number of assets is ...

Arbitrage trading is a risk free way of making money by tapping into gaps that may occur. Theoretically, arbitrage trading can be done in forex by enjoying the fractions of pips that are missed in ...

American Journal of Agricultural Economics, Vol. 83, No. 3 (Aug., 2001), pp. 617-628 (12 pages) Capital asset pricing model (CAPM) and arbitrage pricing theory (APT) are used to assess the financial ...

We know that U.S. equity futures and S&P 500 index prices track each other very closely, so clearly arbitrage occurs. Today, using low latency data, we identify large amounts of the value in the S&P ...

Stephen A. Ross, Franco Modigliani professor of financial economics and a professor of finance at the Sloan School of Management at the Massachusetts Institute of Technology, died March 3. He was 73.

Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...

Arbitrage funds allocate a minimum 65 percent to equity and equity-related instruments through spot-future arbitrage. Arbitrage funds, which have made a strong comeback after the changes to the ...