The Statistical Limit of Arbitrage скачать в хорошем качестве

The Statistical Limit of Arbitrage

Dacheng Xiu of University of Chicago Booth School of Business presents his paper, "The Statistical Limit of Arbitrage" followed by discussion by Yao Zeng, assistant professor of finance at Wharton, at the Jacobs Levy Center's 2023 Frontiers in Quantitative Finance Conference. Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and established through the vision and generosity of Bruce Jacobs, PhD, G'79, GRW'86 and Ken Levy, WG'76, G'82, the Jacobs Levy Equity Management Center for Quantitative Financial Research at the Wharton School of the University of Pennsylvania is dedicated to the advancement of quantitative finance, at the intersection of theory and practice, through the creation and dissemination of innovative knowledge. #QuantitativeFinance #WhartonFinance #arbitrage #wharton ----- Founded in 1881 as the world’s first collegiate business school, the Wharton School of the University of Pennsylvania is shaping the future of business by incubating ideas, driving insights, and creating leaders who change the world. With a standing faculty of 241 renowned professors, Wharton has 5,000+ students across four degree programs: undergraduate, MBA, executive MBA, and doctoral. Each year 13,000+ professionals from around the world advance their careers through Wharton Executive Education’s individual, company-customized, and online programs – with 200,000+ others earning certificates from Wharton Online since 2015. More than 104,000 Wharton alumni form a powerful global network of leaders who transform business every day. Learn more about Wharton: https://www.wharton.upenn.edu/ Subscribe to the Wharton YouTube channel: https://www.youtube.com/user/thewhart...