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Two essays on general equilibrium foundation of finance
Siwik, Thomas - 2002
Persistent link: https://www.econbiz.de/10001686174
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Capital budgeting in arbitrage-free markets
Laitenberger, Jörg (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692957
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Asymptotic arbitrage and the APT with or without measure-theoretic structures
Khan, Ali; Sun, Yeneng - In: Journal of economic theory 101 (2001) 1, pp. 222-251
Persistent link: https://www.econbiz.de/10001638703
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A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619270
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Assessing the financial performance of forestry-related investment vehicles : capital asset pricing model vs. arbitrage pricing theory
Sun, Changyou; Zhang, Daowei - In: American journal of agricultural economics 83 (2001) 3, pp. 617-628
Persistent link: https://www.econbiz.de/10001633347
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A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001606224
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Empirical content of capital asset pricing model (CAPM) and arbitrage pricing theory (APT) across time
Soufian, Nasreen - 2001
Persistent link: https://www.econbiz.de/10001608786
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Equilibrium in financial markets with differential participation
Won, Dongchul; Hahn, Guangsug - In: Journal of economic theory and econometrics : journal … 6 (2000) 2, pp. 33-46
Persistent link: https://www.econbiz.de/10001611259
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Interpreting the factor risk premia in the arbitrage pricing theory
Admati, Anat R.; Pfleiderer, Paul - In: Journal of economic theory 35 (1985) 1, pp. 191-195
Persistent link: https://www.econbiz.de/10001806178
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The mathematics of financial modeling and investment management
Focardi, Sergio M.; Fabozzi, Frank J. - 2004
Persistent link: https://www.econbiz.de/10001788054