Illustrates an example of Co-integration
Illustrates an example of Co-integration?
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Assume you have two stocks S1 and S2 and you get that S1 − 3 S2 is stationary; therefore this combination never strays more far from its mean. When one day it ‘spread’ is mainly large then you would have sound statistical reasons for thinking as spread might shortly decrease, giving you a possible source of statistical arbitrage profit. It can be the basis for pairs trading.
How is Value of a Contract solved?
Categorize the issues of Knight.
describe the operational benefits of jit system
Explain the purpose of alpha and beta in Capital Asset Pricing Model.
With whom Sharpe is shared Nobel Prize (1990)?
venture capital valuation method a venture capitalist wants to estimate the value of a new venture. the venture is not expected to produce net income or earnings until the end of year 5 when the net income is estimated at 1,600,000.00. A publicly traded competitor or comparable firm has current ea
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Explain Certainty equivalent as a function of the risk-aversion parameter.
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What is Arbitrage?
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