We examine the implications of arbitrage in a market with many assets. The absence of arbitrage opportunities implies that the linear functionals that give the mean and cost of a portfolio are ...

AI Arbitrage: Unleash the true potential of your workforce at a lower cost. (Estimates are illustrative, but they are based on multiple sources and give a sense of what is coming.) ...

The article examines the risk and return of capital structure arbitrage, which exploits the mispricing between a company's credit default swap (CDS) spread and equity price. The analysis uses the ...

The line between arbitrage and market manipulation has long been one of the grayest areas in financial markets — and India's recent action against high-frequency trading giant Jane Street has ...