Risk Arbitrage Opportunities for Stock Index Options.

Thierry Post Inaki Rodríguez Longarela

Published in: Oper. Res. (2021)

Keyphrases

portfolio management
stock index
stock price
option pricing
financial markets
portfolio optimization
stock index futures
risk management
portfolio selection
stock exchange
financial data
stock market
decision making
transaction costs
non stationary
factor analysis
decision makers
multiresolution