Quotation Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Fourth Vienna Workshop on High-Dimensional Time Series, Wien, Österreich, 16.05.-17.05.


RIS


BibTeX

Tags

Press 'enter' for creating the tag

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 Fourth Vienna Workshop on High-Dimensional Time Series
Year 2019
Date 16.05.-17.05.
Country Austria
Location Wien
URL https://www.ihs.ac.at/conferences/timeseries/index.html

Associations

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