relative arbitrage
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scholarly journals The geometry of relative arbitrage

2015 ◽  
Vol 10 (3) ◽  
pp. 263-293 ◽  
Author(s):  
Soumik Pal ◽  
Ting-Kam Leonard Wong
Keyword(s):  
Relative Arbitrage

scholarly journals Optimization of relative arbitrage

2015 ◽  
Vol 11 (3-4) ◽  
pp. 345-382 ◽  
Author(s):  
Ting-Kam Leonard Wong
Keyword(s):  
Relative Arbitrage

scholarly journals Short-term relative arbitrage in volatility-stabilized markets

2007 ◽  
Vol 4 (4) ◽  
pp. 445-454 ◽  
Author(s):  
Adrian D. Banner ◽  
Daniel Fernholz
Keyword(s):  
Short Term ◽  
Relative Arbitrage

Relative arbitrage in volatility-stabilized markets

2005 ◽  
Vol 1 (2) ◽  
pp. 149-177 ◽  
Author(s):  
Robert Fernholz ◽  
Ioannis Karatzas
Keyword(s):  
Relative Arbitrage

scholarly journals Diversity and relative arbitrage in equity markets

2005 ◽  
Vol 9 (1) ◽  
pp. 1-27 ◽  
Author(s):  
Robert Fernholz ◽  
Ioannis Karatzas ◽  
Constantinos Kardaras
Keyword(s):  
Equity Markets ◽  
Relative Arbitrage
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