A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR

First Page		Document Content
Date: 2009-01-27 08:14:37 Economy Finance Money Financial markets Mathematical finance Arbitrage Futures contract Capital asset pricing model Risk arbitrage Equity premium puzzle Forward contract Market liquidity		A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR Add to Reading List Source URL: www.istfin.eco.usi.ch Download Document from Source Website File Size: 720,02 KB Share Document on Facebook

	DOC Document DocID: 1xNat - View Document
	PDF Document DocID: 1xJNy - View Document
	DOC Document DocID: 1xJK5 - View Document
	DOC Document DocID: 1xh2i - View Document
	DOC Document DocID: 1xc3d - View Document