Showing 1 - 10 of 67
In this paper the application of Arbitrage Pricing Theory (APT) and multifactorial pricing is studied on the Swiss stock market. In order to estimate the factors used in the multifactorial model, it is proposed to use the new method of Independent Component Analysis. This method laying on neural...
Persistent link: https://www.econbiz.de/10005417591
Persistent link: https://www.econbiz.de/10000983170
Persistent link: https://www.econbiz.de/10001223455
Persistent link: https://www.econbiz.de/10001196909
Persistent link: https://www.econbiz.de/10001219475
Persistent link: https://www.econbiz.de/10003755833
Persistent link: https://www.econbiz.de/10000992069
Persistent link: https://www.econbiz.de/10001536355
Persistent link: https://www.econbiz.de/10001443090
Persistent link: https://www.econbiz.de/10010378632