Primer On Arbitrage And Asset Pricing: Wilmott Magazine Article

Back to first principles… Leonard MacLean and Bill Ziemba

Financial decision making is typically concerned with the amount of investment capital to allocate to various assets or asset classes in various financial markets. The opportunity set can be very complex, with sets of equities, bonds, commodities, derivatives, futures, and currencies changing stochastically and dynamically over time.

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Primer on Arbitrage and Asset Pricing
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