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subject:"Arbitrage Pricing"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Finance research letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic theory"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Arbitrage Pricing
Arbitrage pricing
21
Theorie
15
Theory
15
Arbitrage
7
CAPM
7
Börsenkurs
4
Capital income
4
Deutschland
4
Kapitaleinkommen
4
Share price
4
Germany
3
Portfolio selection
3
Portfolio-Management
3
1975-1985
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Aktienmarkt
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Bewertung
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Börse
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Efficient market hypothesis
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Effizienzmarkthypothese
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Equilibrium theory
2
Estimation
2
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2
Firm valuation
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Geld und Kapitalmarkt
2
Geld und Währung
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Gleichgewichtstheorie
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Risikoprämie
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Risk premium
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Schätzung
2
Statistische Methoden
2
Stock market
2
Unternehmensbewertung
2
Welt
2
Wertpapier
2
World
2
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Arbitrage-free pricing theory
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Fletcher, Jonathan
2
Khan, Ali
2
Peters, Hans-Walter
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Sun, Yeneng
2
Admati, Anat R.
1
Braun, Declan
1
Carr, Peter
1
Cauchie, Séverine
1
Charupat, Narat
1
Chen, Guanhua
1
Dana, Rose-Anne
1
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1
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1
Hoesli, Martin
1
Isakov, Dušan
1
Ishii, Hokuto
1
Le Van, Cuong
1
Liu, Xiangli
1
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1
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1
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1
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Najjar, Nabil I. al-
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1
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1
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1
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Europäische Hochschulschriften / 5
Finance research letters
International review of economics & finance : IREF
Journal of economic theory
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Annals of finance
11
NBER Working Paper
11
Discussion paper / Centre for Economic Policy Research
10
Economics letters
10
Mathematics and financial economics
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Research paper series / Swiss Finance Institute
9
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7
Swiss Finance Institute Research Paper
7
The journal of computational finance
7
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6
Journal of economic dynamics & control
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5
Asia-Pacific financial markets
5
CESifo working papers
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Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
Journal of econometrics
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Warwick economic research papers
5
Discussion paper series / LSE Financial Markets Group
4
Financial markets and asset pricing
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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ECONIS (ZBW)
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1
ETF ownership and stock pricing efficiency : the role of ETF arbitrage
Chen, Guanhua
;
Liu, Xiangli
;
Liu, Xiao
;
Zhao, Zhihua
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014530776
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2
The application of feed forward neural networks to merger arbitrage : a return-based analysis
Braun, Declan
;
Han, Yue
;
Wang, Heng
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014583408
Saved in:
3
Bitcoin arbitrage
Shynkevich, Andrei
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819371
Saved in:
4
Arbitrage-free relative Nelson-Siegel model
Ishii, Hokuto
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484986
Saved in:
5
An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market
Zhang Huiming
;
Watada, Junzo
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 474-489
Persistent link: https://www.econbiz.de/10012203267
Saved in:
6
Non-parametric analysis of equity arbitrage
Vortelinos, Dimitrios I.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 199-216
Persistent link: https://www.econbiz.de/10010532732
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7
Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Fletcher, Jonathan
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 30-46
Persistent link: https://www.econbiz.de/10010431513
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8
Bewertung ohne "Kapitalkosten" : ein arbitragetheoretischer Ansatz zu Unternehmenswert, Kapitalstruktur und persönlicher Besteuerung
Schosser, Josef
-
2009
Persistent link: https://www.econbiz.de/10003868182
Saved in:
9
A note on sufficient conditions for no arbitrage
Carr, Peter
;
Madan, Dilip B.
- In:
Finance research letters
2
(
2005
)
3
,
pp. 125-130
Persistent link: https://www.econbiz.de/10003099264
Saved in:
10
The determinants of stock returns in a small open economy
Cauchie, Séverine
;
Hoesli, Martin
;
Isakov, Dušan
- In:
International review of economics & finance : IREF
13
(
2004
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10002030581
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