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subject:"Arbitrage Pricing"
~isPartOf:"Europäische Hochschulschriften / 5"
~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
16
Theorie
12
Theory
12
CAPM
6
Arbitrage
4
Deutschland
4
Börsenkurs
3
Capital income
3
Germany
3
Kapitaleinkommen
3
Portfolio selection
3
Portfolio-Management
3
Share price
3
1975-1985
2
Aktienmarkt
2
Bewertung
2
Börse
2
Equilibrium theory
2
Estimation
2
Financial market
2
Finanzmarkt
2
Firm valuation
2
Geld und Kapitalmarkt
2
Geld und Währung
2
Gleichgewichtstheorie
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Statistische Methoden
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Stock market
2
Unternehmensbewertung
2
Welt
2
Wertpapier
2
World
2
Aktienmarktanalyse
1
Autocorrelation
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Autokorrelation
1
Benchmark models of expected returns
1
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12
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Fletcher, Jonathan
2
Khan, Ali
2
Peters, Hans-Walter
2
Sun, Yeneng
2
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1
Cauchie, Séverine
1
Charupat, Narat
1
Dana, Rose-Anne
1
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1
Hoesli, Martin
1
Isakov, Dušan
1
Le Van, Cuong
1
Magnien, François
1
Makowski, Louis
1
Najjar, Nabil I. al-
1
Ostroy, Joseph M.
1
Pfleiderer, Paul
1
Prisman, Eliezer Zeev
1
Scherer, Frank
1
Schosser, Josef
1
Vortelinos, Dimitrios I.
1
Watada, Junzo
1
Zhang Huiming
1
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Europäische Hochschulschriften / 5
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
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11
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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
Gabler Edition Wissenschaft
7
Swiss Finance Institute Research Paper
7
The journal of computational finance
7
Applied mathematical finance
6
Journal of economic dynamics & control
6
Applied financial economics
5
Asia-Pacific financial markets
5
CESifo working papers
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
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5
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5
Warwick economic research papers
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4
Finance research letters
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Financial markets and asset pricing
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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ECONIS (ZBW)
16
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1
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:
2
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
Saved in:
3
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
Saved in:
4
Bewertung ohne "Kapitalkosten" : ein arbitragetheoretischer Ansatz zu Unternehmenswert, Kapitalstruktur und persönlicher Besteuerung
Schosser, Josef
-
2009
Persistent link: https://www.econbiz.de/10003868182
Saved in:
5
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
Saved in:
6
Kapitalmarktorientierte Bewertung ertragsteuerlicher Verlustvorträge
Scherer, Frank
-
2003
Persistent link: https://www.econbiz.de/10001754420
Saved in:
7
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali
;
Sun, Yeneng
- In:
Journal of economic theory
110
(
2003
)
2
,
pp. 337-373
Persistent link: https://www.econbiz.de/10001770493
Saved in:
8
An examination of the economic significance of stock return predictability in UK stock returns
Fletcher, Jonathan
;
Hillier, Joe
- In:
International review of economics & finance : IREF
11
(
2002
)
4
,
pp. 373-392
Persistent link: https://www.econbiz.de/10001719424
Saved in:
9
Asymptotic arbitrage and the APT with or without measure-theoretic structures
Khan, Ali
;
Sun, Yeneng
- In:
Journal of economic theory
101
(
2001
)
1
,
pp. 222-251
Persistent link: https://www.econbiz.de/10001638703
Saved in:
10
On the different notions of arbitrage and existence of equilibrium
Dana, Rose-Anne
;
Le Van, Cuong
;
Magnien, François
- In:
Journal of economic theory
87
(
1999
)
1
,
pp. 169-193
Persistent link: https://www.econbiz.de/10001403526
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