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.
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Status of publication | Published |
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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 (Former researcher)
- Voigt, Stefan (Former researcher)
- Organization
- Institute for Financial Research IN (Details)