Relative Arbitrage: Sharp Time Horizons and Motion by Curvature

doi:doi:10.57702/mf7ge1j6

Relative Arbitrage: Sharp Time Horizons and Motion by Curvature

The dataset is used to study the minimal time horizon over which any equity market with d stocks and suﬃciently intrinsic volatility admits relative arbitrage with respect to the market.

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The json representation of the dataset with its distributions based on DCAT.
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Cite this as

Martin Larsson, Johannes Ruf (2024). Dataset: Relative Arbitrage: Sharp Time Horizons and Motion by Curvature. https://doi.org/10.57702/mf7ge1j6

DOI retrieved: December 16, 2024

Additional Info

Field	Value
Created	December 16, 2024
Last update	December 16, 2024
Defined In	https://doi.org/10.48550/arXiv.2003.13601
Author	Martin Larsson
More Authors	Johannes Ruf