Similar Search Results

Arbitrage pricing theory in ergodic markets

Frahm, Gabriel - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-28

Persistent link: https://www.econbiz.de/10011903768

The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market

Khudoykulov, Khurshid - In: American journal of finance and accounting 5 (2017) 1, pp. 51-63

Persistent link: https://www.econbiz.de/10011834005

Levered Noise and the Limits of Arbitrage Pricing : Implications for the Term Structure of Equity Risk Premia

Boguth, Oliver - 2019

We show theoretically and empirically that no-arbitrage pricing magnifies the importance of noise when replication … required to replicate dividend strips. To improve estimates of the term structure of equity risk premia, we develop replication …

Persistent link: https://www.econbiz.de/10012905818

Systematic limited arbitrage and the cross-section of stock returns : evidence from exchange traded funds

DeLisle, R. Jared; McTier, Brian C.; Smedema, Adam R. - In: Journal of banking & finance 70 (2016), pp. 118-136

Persistent link: https://www.econbiz.de/10011635135

Bubbles and multiple-factor asset pricing models

Jarrow, Robert A. - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011453887

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

-- Chapter 7: Arbitrage Pricing Theory -- Chapter 8: Multifactor Models -- Chapter 9: A Special Case of Zero-Beta CAPM -- Chapter … Model (CAPM) -- Chapter 4: The Market Model -- Chapter 5: The Zero-Beta CAPM -- Chapter 6: Alternative CAPM Specifications …

Persistent link: https://www.econbiz.de/10013504695

Empirische Identifikation von Wertpapierrisiken : Faktoren-, Arbitrage- und Gleichgewichtsmodelle im Vergleich

Rösch, Daniel - 1998

Persistent link: https://www.econbiz.de/10000990847

Multi-currency (Risky) Sovereign Bonds Arbitrage

Yordanov, Vilimir - 2018

addition to the credit risk of the sovereign it reflects a whole set of extra risk factors such as inflation, exchange rate …, and recovery rate. This complexity requires a proper no-arbitrage approach so that the two types of debt are priced …

Persistent link: https://www.econbiz.de/10012938247

Global risk premia on international stock and bond markets

Oertmann, Peter - 1997

Persistent link: https://www.econbiz.de/10000621233

Global risk premia on international stock and bond markets

Oertmann, Peter - 1997

Persistent link: https://www.econbiz.de/10004317927

1
2
3
4
5
6
7
8
9
10
Next
Last