Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios?

2018 ◽  
Author(s):  
Pedro Barroso ◽  
Andrew L. Detzel
Keyword(s):  
Limits To Arbitrage ◽  
Managed Portfolios

Do the Limits-to-Arbitrage Limit the Arbitrageurs?

2009 ◽  
Author(s):  
Itzhak Ben-David ◽  
Denys Glushkov ◽  
Rabih Moussawi
Keyword(s):  
Limits To Arbitrage

Limits to Arbitrage and the MAX Effect in Advanced Emerging Markets

2016 ◽  
Author(s):  
Mostafa Seif ◽  
Paul Docherty ◽  
Abul Shamsuddin
Keyword(s):  
Emerging Markets ◽  
Limits To Arbitrage

Limits‐to‐arbitrage, investment frictions, and the investment effect: New evidence

2019 ◽  
Vol 26 (1) ◽  
pp. 3-43
Author(s):  
F. Y. Eric C. Lam ◽  
Ya Li ◽  
Wikrom Prombutr ◽  
K. C. John Wei
Keyword(s):  
Limits To Arbitrage ◽  
New Evidence
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