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Insider Trading in Convergent Markets

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  • Mattias Jonsson
  • Jan Vecer

Abstract

Optimal trading strategies are found for an insider who is trading in two convergent stocks and is bound by margin constraints.

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Bibliographic Info

Article provided by Taylor & Francis Journals in its journal Applied Mathematical Finance.

Volume (Year): 12 (2005)
Issue (Month): 3 ()
Pages: 243-252

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Handle: RePEc:taf:apmtfi:v:12:y:2005:i:3:p:243-252

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Related research

Keywords: Convergent stocks; optimal trading strategies; insider; margin constraints;

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