The simultaneouspurchaseandsaleof the sameassettoyieldprofit.
The act ofbuyinganassetand immediatelysellingthe same asset for a higherprice. For example, one may execute two orders at once, one tobuysecurityat $10 and one to sell the same security at $12. The short time frame involved means that riskless arbitrage occurs withoutinvestment; there is norate of returnor anything like it because the asset is immediately sold. One simply makes aprofiton the deal.
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In practice, however, it is difficult to find a truly
Harnessing the costs of international tax arbitrage
This process was iterated until reaching a total removal of the
HOW FINANCIAL THEORY APPLIES TO CATASTROPHE-LINKED DERIVATIVES–AN EMPIRICAL TEST OF SEVERAL PRICING MODELS. [*]
portfolio in country 0 is riskless in nominal and real terms for any international investor.
An international arbitrage pricing model with PPP deviations
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