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~subject:"Risiko"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Search: subject_exact:"Arbitrage pricing model"
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Risiko
Arbitrage Pricing
498
Arbitrage pricing
498
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293
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293
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154
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116
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87
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87
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Burzoni, Matteo
2
Maggis, Marco
2
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1
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1
Barraquand, Jérôme
1
Başak, Suleyman
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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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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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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1
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1
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1
LaFrance, Jeffrey T.
1
Leal, Ricardo Pereira Câmara
1
Lee, Seul Ki
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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1
Miyazaki, Kenji
1
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1
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1
Pope, Rulon D.
1
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1
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1
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1
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2
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2
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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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1
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1
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1
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1
Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
1
Mathematics and financial economics
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Pacific-Basin finance journal
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
24
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market
Xu, Ke
;
Chen, Yu-Lun
;
Yang, J. Jimmy
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470359
Saved in:
3
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:
4
Arbitrage-free modeling under Knightian uncertainty
Burzoni, Matteo
;
Maggis, Marco
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 635-659
Persistent link: https://www.econbiz.de/10012321852
Saved in:
5
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:
6
The effect of confidence in valuation estimates on arbitrager behavior and market prices
Murphy, Austin
;
Fu, Liang
- In:
The journal of behavioral finance : a publication of …
19
(
2018
)
3
,
pp. 359-363
Persistent link: https://www.econbiz.de/10012009722
Saved in:
7
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
8
The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid
- In:
American journal of finance and accounting
5
(
2017
)
1
,
pp. 51-63
Persistent link: https://www.econbiz.de/10011834005
Saved in:
9
Stock fund returns and macroeconomic variables in Brazil
Rebeschini, Amabile Millani
;
Leal, Ricardo Pereira Câmara
- In:
Latin American business review : journal of the …
17
(
2016
)
2
,
pp. 139-161
Persistent link: https://www.econbiz.de/10011533037
Saved in:
10
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
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