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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Search: subject_exact:"Arbitrage pricing model"
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Arbitrage Pricing
26
Arbitrage pricing
26
Arbitrage
11
Theorie
10
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10
Portfolio selection
6
Portfolio-Management
6
CAPM
5
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Abreu, Dilip
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1
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1
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Box, Travis
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1
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1
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1
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1
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1
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Journal of financial economics
Journal of international financial markets, institutions & money
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of banking & finance
17
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11
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10
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Finance India : the quarterly journal of Indian Institute of Finance
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Finanzmarkt und Portfolio-Management
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Pacific-Basin finance journal
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Seoul journal of economics
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
26
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1
The level, slope, and curve factor model for stocks
Clarke, Charles
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 159-187
Persistent link: https://www.econbiz.de/10013350632
Saved in:
2
Intraday arbitrage between ETFs and their underlying portfolios
Box, Travis
;
Davis, Ryan
;
Evans, Richard
;
Lynch, Andrew
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1078-1095
Persistent link: https://www.econbiz.de/10012873154
Saved in:
3
The impact of arbitrage on market liquidity
Rösch, Dominik
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 195-213
Persistent link: https://www.econbiz.de/10012650701
Saved in:
4
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro
;
Detzel, Andrew
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
Saved in:
5
Trading and arbitrage in cryptocurrency markets
Makarov, Igor
;
Schoar, Antoinette
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10012543080
Saved in:
6
Turning alphas into betas : arbitrage and endogenous risk
Cho, Thummim
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10012652836
Saved in:
7
Stock-ADR arbitrage : microstructure risk
Mitra, Sovan
;
Chinthalapati, V. L. Raju
;
Clark, Ephraim
; …
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012263282
Saved in:
8
Overcoming limits of arbitrage : theory and evidence
Homberta, Johan
;
Thesmar, David
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10010255544
Saved in:
9
Limited arbitrage between equity and credit markets
Kapadia, Nikunj
;
Pu, Xiaoling
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 565-580
Persistent link: https://www.econbiz.de/10009666810
Saved in:
10
Arbitrage crashes and the speed of capital
Mitchell, Mark
;
Pulvino, Todd
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 469-490
Persistent link: https://www.econbiz.de/10009622475
Saved in:
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