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The midstream sector is under pressure. Click here to discover two 9%+ yielding MLPs in the midstream sector facing ...
While these strategies have proved successful over 2011, Bank of America Merrill Lynch observes on Wednesday that there is a concern that this sort of ‘curve alpha’ is now being arbitraged ...
Is curve alpha being arbitraged away? on facebook (opens in a new window) Is curve alpha being arbitraged away? on linkedin (opens in a new window) ...
Precious metals are classified as commodities and can be traded via multiple security classes such as metal trading (spot trading), futures, options, funds, and exchange-traded funds (ETFs ...
The simplest explanation for the persistence of the momentum anomaly is that it has not yet been arbitraged out, but will be in the future. The main reason the price-series momentum anomaly in ...
In other words, part of the observed historical risk premium reported in the backtest might already be arbitraged away and, thus, not available to investors looking to make an allocation today.
Despite being conceptually simple and publicly known, it remains a strong factor across numerous asset classes. Behavioral finance theories shed light on why it exists and why it has not been ...