Well, first we need to acknowledge that LOOP is an economic theory, not a law of physics. There are all sorts of real-life frictions that can cause near-permanent glitches in markets, and there are ...

AM ABC arbitrage 2024 Results¹: €26.8 m (+63%)ROE 2024: 16.4% | Per share distribution 2024: €0.34 The Board of Directors of ABC arbitrage, presided by the Chairman Dominique Ceolin, met on March 20, ...

Mitchell and Pulvino first collaborated more than 20 years ago on merger-arbitrage research when Mitchell was a finance professor at Harvard Business School and Pulvino was an associate professor ...

Rental arbitrage allows investors to profit from the spread between short- and long-term rental rates. The strategy requires relatively low initial costs, including security deposits and furnishings.

Arbitrage funds are taxed like equity mutual funds. This means they qualify for long term capital gains tax of 12.5% if ...

"Limited Arbitrage in Equity Markets." Journal of Finance 57, no. 2 (April 2002): pp. 551–584. (Winner of Smith Breeden Prize. Best Paper for the best finance research paper published in the Journal ...