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Arbitrage pricing theory
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41	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 775 September 2003 Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2003-09-17 16:30:33 Finance Autoregressive conditional heteroskedasticity Capital asset pricing model Arbitrage pricing theory Beta Tim Bollerslev Systematic risk Campbell Harvey Financial economics Mathematical finance Economics
42	Research Insight Foundations of Factor Investing Jennifer Bender Remy Briand Dimitris Melas Add to Reading List Source URL: www.msci.com Language: English - Date: 2013-12-03 04:45:11 Mathematical finance Financial markets Investment Financial risk Beta Arbitrage pricing theory Capital asset pricing model Value premium Equity premium puzzle Financial economics Finance Economics
43	USED MODELS AND CRITERIA FOR ASSET YIELDS EXPLANATION1 PhD Candidate Florin Dan PIELEANU Academy of Economic Studies Bucharest Abstract There were compared two known models (CAPM and TPA resuting Add to Reading List Source URL: www.revistadestatistica.ro Language: English - Date: 2014-02-04 08:36:48 Econometrics Financial economics Financial markets Arbitrage pricing theory Capital asset pricing model Coefficient of determination Corporate finance Factor analysis Linear regression Statistics Mathematical finance Regression analysis
44	REVIEW Volume 2, Issue 1 SUMMER[removed]Letter from the Editor — C. Paul Wazzan, Ph.D. Add to Reading List Source URL: securities.stanford.edu Language: English - Date: 2013-12-05 15:15:00 Financial markets Mathematical finance Investment Arbitrage Capital asset pricing model Efficient-market hypothesis Modern portfolio theory Futures contract Relative value Financial economics Finance Economics
45	Federal Reserve Bank of New York Staff Reports Arbitrage Pricing Theory Gur Huberman Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2005-08-25 09:40:32 Economics Financial markets Financial risk Pricing Arbitrage pricing theory Capital asset pricing model Beta Diversification Portfolio Financial economics Mathematical finance Finance
46	Board announces modifications to methodology used to calculate private sector adjustment factor Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2005-10-12 15:27:16 Economics Financial markets Financial ratios Capital asset pricing model Actuarial science Cost of capital Beta Arbitrage pricing theory Federal Reserve System Financial economics Mathematical finance Finance
47	Microsoft Word - Testing International Asset.doc Add to Reading List Source URL: www.lsvasset.com Language: English - Date: 2009-04-03 12:53:41 Economics Beta Cost of capital Valuation Futures contract Volatility Rate of return Arbitrage pricing theory Rational pricing Finance Mathematical finance Financial economics
48	COVARIANCE FORECASTING FOR PORTFOLIO OPTIMISATION R/Finance Chicago May 2013 Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-24 07:38:20 Multivariate statistics Mathematical finance Singular value decomposition Data analysis Principal component analysis Factor analysis Arbitrage pricing theory Eigenvalues and eigenvectors Capital asset pricing model Algebra Statistics Mathematics
49	Financial Intermediaries and the Cross-Section of Asset Returns Add to Reading List Source URL: chicagofed.org Language: English - Date: 2012-01-03 18:07:16 Mathematical finance Financial ratios Financial markets Financial services Capital asset pricing model Leverage Arbitrage pricing theory Derivative Hedge fund Financial economics Finance Investment
50	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 775 September 2003 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2003-09-17 16:30:33 Finance Autoregressive conditional heteroskedasticity Capital asset pricing model Arbitrage pricing theory Beta Tim Bollerslev Systematic risk Campbell Harvey Financial economics Mathematical finance Economics

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