The Statistical Limit of Arbitrage

Dacheng Xiu of University of Chicago Booth School of Business presents his paper, "The Statistical Limit of Arbitrage" followed by discussion by Yao Zeng, assistant professor of finance at Wharton, at the Jacobs Levy Center's 2023 Frontiers in Quantitative Finance Conference.

Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and established through the vision and generosity of Bruce Jacobs, PhD, G'79, GRW'86 and Ken Levy, WG'76, G'82, the Jacobs Levy Equity Management Center for Quantitative Financial Research at the Wharton School of the University of Pennsylvania is dedicated to the advancement of quantitative finance, at the intersection of theory and practice, through the creation and dissemination of innovative knowledge.

#QuantitativeFinance #WhartonFinance #arbitrage #wharton
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