Risk Arbitrage and Hedging to Acceptability under Transaction Costs
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- Andreas Haier & Ilya Molchanov & Michael Schmutz, 2015. "Intragroup transfers, intragroup diversification and their risk assessment," Papers 1511.06320, arXiv.org, revised Nov 2016.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2016-06-14 (Risk Management)
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