Information om | Engelska ordet ARBITRAGE

Exempel på hur man kan använda ARBITRAGE i en mening

• When used by academics, an arbitrage is a transaction that involves no negative cash flow at any probabilistic or temporal state and a positive cash flow in at least one state; in simple terms, it is the possibility of a risk-free profit after transaction costs.
• Backwardation occurs when the difference between the forward price and the spot price is less than the cost of carry (when the forward price is less than the spot plus carry), or when there can be no delivery arbitrage because the asset is not currently available for purchase.
• International efforts to promote free trade, including reduced tariffs and harmonised national standards, facilitate this form of arbitrage whenever manufacturers attempt to preserve highly disparate pricing.
• At Salomon, Meriwether rose to become the head of the domestic fixed income arbitrage group in the early 1980s and vice-chairman of the company in 1988.
• The concept of a unique risk-neutral measure is most useful when one imagines making prices across a number of derivatives that would make a unique risk-neutral measure, since it implies a kind of consistency in one's hypothetical untraded prices, and theoretically points to arbitrage opportunities in markets where bid/ask prices are visible.
• When the stock price process is assumed to follow a more general sigma-martingale or semimartingale, then the concept of arbitrage is too narrow, and a stronger concept such as no free lunch with vanishing risk (NFLVR) must be used to describe these opportunities in an infinite dimensional setting.
• According to Joseph Stiglitz (1986), there are three principles of tax avoidance: postponement of taxes, tax arbitrage across individuals facing different tax brackets, and tax arbitrage across income streams facing different tax treatment.
• The exception is for certain financial instruments and certain other measures to prevent tax arbitrage between companies applying IFRS and companies applying UK GAAP.
• Rubin was an attorney at the firm of Cleary, Gottlieb, Steen & Hamilton in New York City from 1964 to 1966 before joining Goldman Sachs in 1966 as an associate in the risk arbitrage department.
• Some members of the Salomon Brothers' bond arbitrage, such as John Meriwether, Myron Scholes and Eric Rosenfeld later became involved with Long-Term Capital Management (LTCM), a hedge fund that collapsed in 1998.
• In finance, statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion models involving broadly diversified portfolios of securities (hundreds to thousands) held for short periods of time (generally seconds to days).
• A portfolio's asset allocation may be managed utilizing any of the following investment approaches and principles: dividend weighting, equal weighting, capitalization-weighting, price-weighting, risk parity, the capital asset pricing model, arbitrage pricing theory, the Jensen Index, the Treynor ratio, the Sharpe diagonal (or index) model, the value at risk model, modern portfolio theory and others.
• Risk arbitrage is a type of event-driven investing in that it attempts to exploit pricing inefficiencies caused by a corporate event.
• Parallel importers ordinarily purchase products in one country at a price (P1) which is cheaper than the price at which they are sold in a second country (P2), import the products into the second country, and benefitting from arbitrage, sell the products in that country at a price which is usually between P1 and P2.
• A study examining exchange rate data provided by HSBC Bank for the Japanese yen (JPY) and the Swiss franc (CHF) found that although a limited number of arbitrage opportunities appeared to exist for as many as 100 seconds, 95% of them lasted for 5 seconds or less, and 60% lasted for 1 second or less.
• Frenkel and Levich found that executing such transactions resulted in only illusory opportunities for arbitrage profits, and that in each execution the mean percentage of profit decreased such that there was no statistically significant difference from zero profitability.
• With blockbusting, real estate companies legally profited from the arbitrage, the difference between the discounted price paid to frightened white sellers and the artificially high price paid by black buyers whose houses were often foreclosed on as a result of these unfair contracts.
• The low-risk profit opportunity exists through the tool of arbitrage, which, briefly, is buying and selling differently priced items of the same value, and pocketing the difference.
• The suspension and subsequent arrest of Emefiele by secret police on charges of terrorism financing is seen as not far removed from his ideological leanings and politicising of the apex bank with his initiatives in office such as arbitrage under the Buhari administration and a currency redesign of the Nigerian naira.
• Novel about a faith healer and rock band manager, featuring an Afro-German character, Josef Ehelich von Fremd, an affluent fellow who works in arbitrage and owns fine racehorses.

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