English, Article, Journal or magazine article edition: Arbitrage Possibilities in Russian Spot and Future Markets Chetverikov Viktor

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Bookmark: http://trove.nla.gov.au/version/161583
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Arbitrage Possibilities in Russian Spot and Future Markets
Author
  • Chetverikov Viktor
Physical Description
  • preprint
Notes
  • The authors apply the single-index Sharp model and construct the effective Markowitz set for the most liquid stocks of Russian companies listed in the Russian Trading System. Their stability during 1996-98 is studied for various investment horizons.
  • RePEc:eer:wpalle:98-057e
Language
  • English
Contributed by
OAIster

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