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  1. Risk arbitrage

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    Risk arbitrage, also known as merger arbitrage, is an investment strategy that speculates on the successful completion of mergers and acquisitions. An

  2. Arbitrage

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    price. In principle and in academic use, an arbitrage is risk-free; in common use, as in statistical arbitrage, it may refer to expected profit, though losses

  3. Risk-neutral measure

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    the unique risk-neutral measure. Such a measure exists if and only if the market is arbitrage-free. The easiest way to remember what the risk-neutral measure

  4. Arbitrage pricing theory

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    finance, arbitrage pricing theory (APT) is a general theory of asset pricing that holds that the expected return of a financial asset can be modeled as a

  5. Fundamental theorem of asset pricing

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    possibility of loss. Though arbitrage opportunities do exist briefly in real life, it has been said that any sensible market model must avoid this type of

  6. Statistical arbitrage

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    statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion models involving

  7. Arbitrage betting

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    Betting arbitrage ("miraclebets", "surebets", sports arbitrage) is an example of arbitrage arising on betting markets due to either bookmakers' differing

  8. Model risk

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    mitigating model risk resulting from volatility uncertainty. Buraschi and Corielli formalise the concept of 'time inconsistency' with regards to no-arbitrage models

  9. Capital asset pricing model

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    portfolio. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented

  10. Rational pricing

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    hence asset pricing models) will reflect the arbitrage-free price of the asset as any deviation from this price will be "arbitraged away". This assumption

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