Arbitrage pricing theory

Results: 73



#Item
21Pricing / Finance / Marketing / Financial markets / Capital asset pricing model / Asset / Price / Arbitrage pricing theory / Modern portfolio theory / Economics / Financial economics / Mathematical finance

Joint Finance/ISMT Seminar Speaker : Professor Dilip Madan University of Maryland Title : Equilibrium Asset Pricing: With Non-Gaussian Factors and Exponential Utilities

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Source URL: www.bm.ust.hk

Language: English - Date: 2006-08-15 21:49:10
22Economics / Financial markets / Investment / Capital asset pricing model / Modern portfolio theory / Futures contract / Arbitrage / Derivative / Arbitrage pricing theory / Financial economics / Finance / Mathematical finance

The Chinese University of Hong Kong Economics 5420A, Spring 2015 Financial Economics Instructor: Xiaohu(Frank) Wang

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Source URL: www.econ.cuhk.edu.hk

Language: English - Date: 2015-01-05 02:17:36
23Mathematical finance / Financial markets / Pricing / Foreign exchange market / Arbitrage / Balassa–Samuelson effect / General equilibrium theory / Volatility / Price / Economics / Business / International economics

General equilibrium model of arbitrage trade and real exchange rate persistence Martin Berka Massey University∗ Abstract

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Source URL: homes.eco.auckland.ac.nz

Language: English - Date: 2014-07-14 18:56:19
24Economics / Beta / Volatility / Capital asset pricing model / Rate of return / Post-modern portfolio theory / Volatility arbitrage / Mathematical finance / Financial economics / Finance

The International Journal of R Business and Finance ESEARCH

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Source URL: www.theibfr.com

Language: English - Date: 2013-09-06 03:08:06
25Mathematical finance / Economics / Capital asset pricing model / Futures contract / Noise trader / Arbitrage / Stock market / Quantitative analyst / Modern portfolio theory / Financial economics / Financial markets / Finance

Noise Trader Risk in Financial Markets Author(s): J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann Source: The Journal of Political Economy, Vol. 98, No. 4 (Aug., 1990), pp[removed]Published

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Source URL: ms.mcmaster.ca

Language: English - Date: 2010-11-02 17:03:50
26Financial markets / Investment / Mathematical finance / Financial risk / Portfolio / Arbitrage pricing theory / Capital asset pricing model / Modern portfolio theory / Diversification / Financial economics / Finance / Economics

財務及保險學系 Department of Finance and Insurance[removed]Course Title

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Source URL: www.ln.edu.hk

Language: English - Date: 2015-02-02 22:18:17
27Mathematical finance / Financial ratios / Actuarial science / Financial markets / Sharpe ratio / Arbitrage pricing theory / Treynor ratio / Futures contract / Robert J. Shiller / Financial economics / Finance / Economics

THE JOURNAL OF FINANCE • VOL. LV, NO. 4 • AUGUST[removed]Asset Pricing at the Millennium JOHN Y. CAMPBELL* ABSTRACT This paper surveys the field of asset pricing. The emphasis is on the interplay

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:41:47
28Finance / Intertemporal CAPM / Capital asset pricing model / Eugene Fama / Beta / Hyperbolic absolute risk aversion / General equilibrium theory / Economic model / Arbitrage pricing theory / Mathematical finance / Financial economics / Economics

Journal of Financial Economics

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:46:32
29Finance / Two-moment decision models / Arbitrage / Beta / Futures contract / Expected utility hypothesis / Risk / Risk-neutral measure / Capital asset pricing model / Financial economics / Mathematical finance / Economics

The Arbitrage Theory of Capital

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:41:47
30Economics / Financial markets / Pricing / Investment / Arbitrage pricing theory / Capital asset pricing model / Arbitrage / Beta / Forward contract / Financial economics / Mathematical finance / Finance

JOURNAL OF ECONOMIC THEORY

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:41:43
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