A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change
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References listed on IDEAS
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More about this item
Keywordsindex revisions; international equity arbitrage; portfolio theory;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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