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Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications. (2009). Timmermann, Allan ; LIU, JUN.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7188.

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  13. Kondor, P., 2008, Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading. Forthcoming in Journal of Finance.

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