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The Journal of Portfolio Management

The Journal of Portfolio Management

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Primary Article

Arbitrage–free spread

A consistent measure of relative value

John D. Finnerty and Michael E Rose
The Journal of Portfolio Management Spring 1991, 17 (3) 65-77; DOI: https://doi.org/10.3905/jpm.1991.409329
John D. Finnerty
A General Partner of McFarland Dewey & Co. in New York (NY 10169) and Professor of Finance on the Fordham University Faculty of Business in New York (NY 10023).
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Michael E Rose
An Associate of McFarland Dewey & Co. They would like to thank Frank J. Fabozzi, Lakhbir S. Hayre, Andrew J. Kalotay, and Scott F. Richard for helpful comments.
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The Journal of Portfolio Management
Vol. 17, Issue 3
Spring 1991
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Arbitrage–free spread
John D. Finnerty, Michael E Rose
The Journal of Portfolio Management Apr 1991, 17 (3) 65-77; DOI: 10.3905/jpm.1991.409329

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Arbitrage–free spread
John D. Finnerty, Michael E Rose
The Journal of Portfolio Management Apr 1991, 17 (3) 65-77; DOI: 10.3905/jpm.1991.409329
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