Quotation Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Quantitative Finance and Financial Econometrics (QFFE), Marseille, Frankreich, 30.05.-01.06.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Limits to Arbitrage in Markets with Stochastic Settlement Latency
Event Quantitative Finance and Financial Econometrics (QFFE)
Year 2018
Date 30.05.-01.06
Country France
Location Marseille

Associations

People
Hautsch, Nikolaus (Former researcher)
Scheuch, Christoph (Former researcher)
Voigt, Stefan (Former researcher)
Organization
Institute for Financial Research IN (Details)
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