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Search: subject_exact:"Arbitrage pricing model"
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Arbitrage Pricing
495
Arbitrage pricing
495
Theorie
291
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291
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151
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115
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86
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86
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33
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23
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22
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11
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ECONIS (ZBW)
495
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91
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495
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91
Arbitrage and equilibrium in economies with short-selling and ambiguity
Ha-Huy, Thai
;
Le Van, Cuong
;
Tran-Viet, Cuong
- In:
Journal of mathematical economics
76
(
2018
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012105400
Saved in:
92
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:
93
Arbitrage pricing in non-Walrasian financial markets
Carvajal, Andrés
- In:
Economic theory : official journal of the Society for …
66
(
2018
)
4
,
pp. 951-978
Persistent link: https://www.econbiz.de/10012010925
Saved in:
94
Beyond the no free lunch principle : a new combination of arbitrage and investment
Yu, Yi-Jang
- In:
Modern economy
9
(
2018
)
4
,
pp. 711-718
Persistent link: https://www.econbiz.de/10011871359
Saved in:
95
What is statistical arbitrage?
Lazzarino, Marco
;
Berrill, Jenny
;
Šević, Aleksandar
- In:
Theoretical economics letters
8
(
2018
)
5
,
pp. 888-908
Persistent link: https://www.econbiz.de/10011882402
Saved in:
96
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
97
Semi-efficient valuations and put-call parity
Herdegen, Martin
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1061-1106
Persistent link: https://www.econbiz.de/10011969072
Saved in:
98
Arbitrage-free XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 582-620
Persistent link: https://www.econbiz.de/10011969094
Saved in:
99
Time-varying arbitrage and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
100
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:
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