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ON THE ARBITRAGE PRICING THEORY.
GILLES, C.; LEROY, S.F. - 1989
Persistent link: https://www.econbiz.de/10005776906
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RISK PREMIA IN FUTURES AND ASSET MARKETS.
BESSEMBINDER, H. - Graduate School of Business, Columbia University - 1989
Persistent link: https://www.econbiz.de/10005675206
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An Intertemporal Capital Asset Pricing Model with Stochastic Differential Utility.
Ikeda, S. - Institute of Social and Economic Research (ISER), Osaka … - 1995
Persistent link: https://www.econbiz.de/10005639207
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An Intertemporal Capital Asset Pricing Model with Stochastic Differential Utility.
Ikeda, S. - Institute of Social and Economic Research (ISER), Osaka … - 1995
Persistent link: https://www.econbiz.de/10008602933
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DO WE HAVE TO KNOW BETA? AN AUTOREGRESSIVE APPROACH TO THE TEST OF THE APT.
MEI, J. - Bendheim Center for Finance, Department of Economics - 1989
Persistent link: https://www.econbiz.de/10005781214
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The Pricing of Time-Varing Beta.
Gonzalez-Rivera, G. - A. Gary Anderson Graduate School of Management, … - 1996
We examine asset pricing models with time-varying betas. In the framework of the conditional Arbitrage Pricing Theory …
Persistent link: https://www.econbiz.de/10005660838
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Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing.
Dow, J.; Gorton, G. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245208
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Testing Inequality Restriction Implied by Cnditional Asset Pricing Models.
Boudoukh, J.; Richerdson, M.; Smith, T. - Rodney L. White Center for Financial Research, Wharton … - 1992
Persistent link: https://www.econbiz.de/10005245248
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Sticky Prices in a Dynamic Oligopoly : An Empirical Investigation of Fixed and Variable Adjustment Costs.
Slade, M.E. - Groupement de Recherche en Économie Quantitative … - 1992
Persistent link: https://www.econbiz.de/10005207656