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Arbitrage pricing theory
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31	Estimation of, and correction for, biases inherent in the Sharpe CAPM formula A report for the Energy Networks Association Grid Australia and APIA Dr. Tom Hird Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2012-08-27 17:52:48 Economics Financial markets Investment Capital asset pricing model Beta Cost of equity Portfolio Cost of capital Arbitrage pricing theory Financial economics Mathematical finance Finance
32	Microsoft Word - AER-CEG-Final.doc Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2012-08-27 17:53:32 Finance Financial markets Capital asset pricing model Cost of capital Arbitrage pricing theory Fama–French three-factor model Beta Intertemporal CAPM Cost of equity Financial economics Mathematical finance Economics
33	[removed]Access Arrangement Information Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2014-12-10 00:55:13 Economics Financial markets Capital asset pricing model Intertemporal CAPM Arbitrage pricing theory Beta Cost of capital Efficient frontier Portfolio Financial economics Finance Mathematical finance
34	Motivation Pricing Numerical example On Securitization, market completion and equilibrium Risk transfer Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:04:28 Finance United States housing bubble Probability theory Risk-neutral measure Securitization Tradability Futures contract Arbitrage Pricing Financial economics Business Mathematical finance
35	THE JOURNAL OF FINANCE • VOL. LIII, NO. 6 • DECEMBER[removed]Value versus Growth: The International Evidence EUGENE F. FAMA and KENNETH R. FRENCH* ABSTRACT Add to Reading List Source URL: www.bengrahaminvesting.ca Language: English - Date: 2007-09-17 11:20:38 Mathematical finance Financial markets Investment Personal finance Fama–French three-factor model Capital asset pricing model Eugene Fama Value premium Arbitrage pricing theory Financial economics Finance Economics
36	Finance 400 A. Penati - G. Pennacchi Arbitrage-Free Binomial Models of the Term Structure Earlier, in our discussion of martingale pricing theory, we showed that the absence of arbitrage implied that the date t price of Add to Reading List Source URL: home.cerge-ei.cz Language: English - Date: 2001-10-17 18:36:32 Economics Options Binomial options pricing model Yield curve Risk-neutral measure Bond option Derivative Bond Arbitrage Financial economics Mathematical finance Finance
37	Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly ∗ Malcolm Baker Add to Reading List Source URL: www.efalken.com Language: English - Date: 2014-12-02 13:53:48 Economics Financial markets Financial ratios Investment Beta Capital asset pricing model Volatility Modern portfolio theory Efficient-market hypothesis Financial economics Finance Mathematical finance
38	Statistics for Economists Add to Reading List Source URL: www.econ2.jhu.edu Language: English - Date: 2014-08-21 12:02:52 Financial markets Mathematical finance Investment Actuarial science Capital asset pricing model Valuation Portfolio Arbitrage pricing theory Futures contract Financial economics Finance Economics
39	AHEAD OF PRINT Financial Analysts Journal Volume 67 • Number 1 ©2011 CFA Institute Benchmarks as Limits to Arbitrage: Add to Reading List Source URL: people.hbs.edu Language: English - Date: 2011-01-14 16:46:44 Mathematical finance Financial ratios Financial services Financial markets Beta Volatility Modern portfolio theory Capital asset pricing model Portable alpha Financial economics Investment Finance
40	CrossMark_Color_Stacked_p Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2014-01-16 18:50:36 Investment Mathematical finance Financial markets Financial ratios Drawdown Capital asset pricing model Beta Arbitrage pricing theory Modern portfolio theory Financial economics Finance Economics

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