Miguel Herschberg
Abstract
This paper is a survey of the developments in the literature of the Limits to Arbitrage. We investigate why investors, even if they know that an asset is not priced correctly, may not be able to profit from an arbitrage opportunity.
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This paper is a survey of the developments in the literature of the Limits to Arbitrage. We investigate why investors, even if they know that an asset is not priced correctly, may not be able to profit from an arbitrage opportunity.
Key concepts: Arbitrage, Index arbitrage, Fixed income arbitrage, Statistical arbitrage, Limits to arbitrage, Financial economics, Economics, Risk arbitrage