Arbitrage with financial constraints and market power.
Vincent FardeauPublished in: J. Econ. Theory (2024)
Keyphrases
- stock price
- financial markets
- stock market
- financial data
- portfolio management
- decision making
- financial crisis
- non stationary
- foreign exchange
- power consumption
- stock returns
- exchange rate
- portfolio optimization
- stock exchange
- electricity markets
- power generation
- linear constraints
- constrained optimization
- historical data
- news articles
- constraint satisfaction
- trading systems
- neural network
- dow jones
- futures market