Narrow search
Showing 91 - 100 of 630,887
Cover Image
To segment or not to segment markets? : a note on the profitability of market segmentation for an international oligopoly
Gallo, Fredrik - 2010
Persistent link: https://www.econbiz.de/10003969273
Cover Image
Arbitrage and the evaluation of linear factor models in UK stock returns
Fletcher, Jonathan - In: The financial review : the official publication of the … 45 (2010) 2, pp. 449-468
Persistent link: https://www.econbiz.de/10003974102
Cover Image
Benchmarks as limits to arbitrage : understanding the low-volatility anomaly
Baker, Malcolm; Bradley, Brendan; Wurgler, Jeffrey - In: Financial analysts' journal : FAJ 67 (2011) 1, pp. 40-54
Persistent link: https://www.econbiz.de/10008858052
Cover Image
A finite-dimensional HJM model : how important is arbitrage-free evolution?
Devin, Siobhán; Hanzon, Bernard; Ribarits, Thomas - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1241-1263
Persistent link: https://www.econbiz.de/10008906164
Cover Image
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper; Wel, Michael van der - 2010
Persistent link: https://www.econbiz.de/10003947812
Cover Image
No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions : equivalent conditions
Nguyen, Manh-hung; Ha-huy, Thai - In: Journal of mathematical economics 46 (2010) 1, pp. 128-131
Persistent link: https://www.econbiz.de/10003948410
Cover Image
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.; Diebold, Francis X.; … - In: The econometrics journal 12 (2009) 3, pp. 33-64
Persistent link: https://www.econbiz.de/10003948816
Cover Image
Arbitrage under transaction costs revisited
Rásonyi, Miklós - In: Optimality and risk - modern trends in mathematical …, (pp. 211-225). 2009
Persistent link: https://www.econbiz.de/10003948896
Cover Image
On the approximation of geometric fractional Brownian motion
Valkeila, Esko - In: Optimality and risk - modern trends in mathematical …, (pp. 251-266). 2009
Persistent link: https://www.econbiz.de/10003948911
Cover Image
Factor tilting for expected utility maximization
Boer, Sanne de - In: The journal of asset management 11 (2010/11) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10003995439