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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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Steuerarbitragestrategien mit festverzinslichen Wertpapieren : Steueroptimierung von Investmentfonds
Borgmann, Michael - 2002 - 1. Aufl
Persistent link: https://www.econbiz.de/10001643590
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Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary; Rothschild, Michael - 1982
Persistent link: https://www.econbiz.de/10001517477
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Non-linear taxation, tax-arbitrage and equilibrium asset prices
Başak, Suleyman; Croitoru, Benjamin - In: Journal of mathematical economics 35 (2001) 2, pp. 347-382
Persistent link: https://www.econbiz.de/10001567667
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Factor representing portfolios in large asset markets
Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001482847
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On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825768
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Arbitrage, state prices and portfolio theory
Dybvig, Philip H.; Ross, Stephen A. - 2003
Persistent link: https://www.econbiz.de/10001832876
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Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas; Dert, Cees; Lucas, André - 2003
Persistent link: https://www.econbiz.de/10001884326
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Factor representing portfolios in large asset markets
Sentana, Enrique - In: Journal of econometrics 119 (2004) 2, pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
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Exact arbitrage and portfolio analysis in large asset markets
Khan, Ali; Sun, Yeneng - In: Economic theory : official journal of the Society for … 22 (2003) 3, pp. 495-528
Persistent link: https://www.econbiz.de/10001787797