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Arbitrage theory in models with transaction costs beyond efficient friction

Molitor, Alexander - 2022

Persistent link: https://www.econbiz.de/10013187807

Empirical testing of arbitrage pricing theory in the Indian stock market : factor analysis approach

Menani, Shikha; Jhamb, H. V. - In: Business analyst : a refereed journal of Shri Ram … 40 (2019) 2, pp. 61-95

Persistent link: https://www.econbiz.de/10013177243

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

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

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

The level, slope, and curve factor model for stocks

Clarke, Charles - In: Journal of financial economics 143 (2022) 1, pp. 159-187

Persistent link: https://www.econbiz.de/10013350632

Intermediate financial theory

Danthine, Jean-Pierre - 2002

Persistent link: https://www.econbiz.de/10013474745

Intermediate financial theory

Danthine, Jean-Pierre; Donaldson, John B. - 2015 - Third edition

Targeting readers with backgrounds in economics, Intermediate Financial Theory, Third Edition includes new material on the asset pricing implications of behavioral finance perspectives, recent developments in portfolio choice, derivatives-risk neutral pricing research, and implications of the...