University of Cambridge > Talks.cam > Statistical Laboratory Graduate Seminars > The limits of arbitrage, exploring "noise traders" risk

  Browse A-Z

Log in

Googledetails Microsoftdetails

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹī¸ Information

The limits of arbitrage, exploring "noise traders" risk

Download to your calendar using vCal

If you have a question about this talk, please contact Elena Yudovina .

Empirical evidence suggests that investors are not fully rational. We will discuss the paper of De Long et al (1990) which looks at a market equilibrium where some of the investors in the market are not fully rational. Furthermore, we touch upon some empirical facts and discuss why the concept of arbitrage has limited practical implications. No prior knowledge assumed.

This talk is part of the Statistical Laboratory Graduate Seminars series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

Cambridge Futures In person at Gurdon Institute and Online Webinar & FW11, Computer Laboratory, William Gates Building.

Other talks

Title TBC Scientific Steering Committee meeting title abstract tbc Talk title TBC Coming soon In conversation: Louis Herns Marcelin and Ola Osman on legacies of enslavement and contemporary violence in Liberia and Haiti
 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity