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

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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

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	A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR DocID: 1rfxg - View Document