Arbitrage pricing theory

Results: 73



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11Mathematical finance / Capital asset pricing model / Beta / Arbitrage pricing theory / Financial economics / Alpha / FamaFrench three-factor model / Cost of capital / Risk factor / Finance / Equity premium puzzle / Untradable assets

Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

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Source URL: www3.nd.edu

Language: English - Date: 2014-01-17 16:12:29
12Economy / Finance / Money / Mathematical finance / Financial markets / Investment / Financial economics / Idiosyncrasy / Financial risk / Portfolio / Arbitrage pricing theory / Capital asset pricing model

Microsoft Word - Abstract Hugues Langlois.docx

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2015-11-05 05:02:13
13Economy / Finance / Money / Mathematical finance / Financial markets / Financial economics / Financial ratios / Basel II / Arbitrage pricing theory / Capital asset pricing model / Rate of return / Bond

PDF Document

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Source URL: www.northinfo.com

Language: English - Date: 2015-02-03 11:52:54
14Economics / Financial markets / Pricing / Arbitrage pricing theory / Capital asset pricing model / Financial risk / Risk factor / Beta / Systematic risk / Financial economics / Mathematical finance / Finance

Study On Asset Prices And Arbitrage Pricing Theory Asset prices are commonly believed to react sensitively to economic news. Daily experience seems to support the view that individual asset prices are influenced by a wid

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Source URL: eagle-essays.com

Language: English - Date: 2015-03-10 11:24:25
15Mathematical finance / Financial markets / Econometrics / Fama–MacBeth regression / Actuarial science / Arbitrage pricing theory / Capital asset pricing model / Beta / Factor analysis / Financial economics / Economics / Statistics

Microsoft Word - Two Stage Fama Macbeth 〰㌀0〮docx

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Source URL: www.jasonhsu.org

Language: English - Date: 2012-05-28 19:43:51
16Mathematical finance / Financial markets / Investment / Corporate finance / Net present value / Capital budgeting / Valuation / Rate of return / Arbitrage pricing theory / Financial economics / Finance / Economics

        The Short Long

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2015-01-09 10:23:40
17Mathematical finance / Financial markets / Financial risk / Pricing / Capital asset pricing model / Arbitrage pricing theory / Modern portfolio theory / Efficient-market hypothesis / Diversification / Financial economics / Economics / Finance

Econ 30024, 2015 Semester1 Economics of Financial Markets 1. Subject information Lecture time and location Friday, 12pm -2pm

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Source URL: cf.fbe.unimelb.edu.au

Language: English - Date: 2015-04-23 21:08:57
18Forward contract / Arbitrage / Futures contract / Support / Rational pricing / Risk-neutral measure / Financial economics / Mathematical finance / Finance

COPYRIGHT NOTICE: Costis Skiadas: Asset Pricing Theory is published by Princeton University Press and copyrighted, © 2009, by Princeton University Press. All rights reserved. No part of this book may be reproduced in an

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Source URL: press.princeton.edu

Language: English - Date: 2009-02-06 17:08:42
19Finance / Time series analysis / Econometrics / Financial markets / Arbitrage pricing theory / Granger causality / Inflation / Capital asset pricing model / Cointegration / Economics / Financial economics / Mathematical finance

Journal of Comprehensive Research An empirical investigation of Arbitrage Pricing Theory: A case Zimbabwe Petros Jecheche University of Zimbabwe

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Source URL: www.aabri.com

Language: English - Date: 2015-01-14 14:55:47
20Mathematical finance / Financial markets / Financial ratios / Investment / Beta / Capital asset pricing model / Arbitrage pricing theory / Fama–French three-factor model / Security market line / Financial economics / Finance / Economics

Systematic Risk and the Cost of Equity Capital in the Shipping Industry Wolfgang Drobetz1 and Henning Schröder1* 1 Department of Finance, University of Hamburg (Business School), Hamburg, Germany *

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Source URL: www.icms.polyu.edu.hk

Language: English - Date: 2014-05-15 05:09:30
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