Jai Alai arbitrage strategies
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DOI: 10.1080/1351847042000254239
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References listed on IDEAS
- Baesel, Jerome & Grant, Dwight, 1982. "Optimal Sequential Futures Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(5), pages 683-695, December.
- Feiger, George M & Jacquillat, Bertrand, 1979. "Currency Options Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings," Journal of Finance, American Finance Association, vol. 34(5), pages 1129-1139, December.
- Ronald I. McKinnon, 1967. "Futures Markets, Buffer Stocks, and Income Stability for Primary Producers," Journal of Political Economy, University of Chicago Press, vol. 75(6), pages 844-844.
- Anderson, Ronald W & Danthine, Jean-Pierre, 1981. "Cross Hedging," Journal of Political Economy, University of Chicago Press, vol. 89(6), pages 1182-1196, December.
- L. C. MacLean & W. T. Ziemba & G. Blazenko, 1992. "Growth Versus Security in Dynamic Investment Analysis," Management Science, INFORMS, vol. 38(11), pages 1562-1585, November.
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Keywords
arbitrage; risk arbitrage; hedging; sequential investing;All these keywords.
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