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Arbitrage pricing theory
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1	Submitted to Management Science manuscript MSR1 Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template do Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2016-08-02 03:48:05 Economy Finance Money Mathematical finance Arbitrage pricing theory Capital asset pricing model Risk factor Financial economics Investment management Futures contract Alpha Derivative
2	Microsoft Word - The Death of Common Sense（HP掲載）.doc Add to Reading List Source URL: www.jiaa.or.jp Language: English - Date: 2015-08-18 22:29:31 Economy Finance Money Mathematical finance Investment Stock market Financial markets Financial economics Efficient-market hypothesis Capital asset pricing model Technical analysis Arbitrage pricing theory
3	LTA 4/97 • J-P. KALLUNKI L– TM A .4 M Add to Reading List Source URL: njb.fi Language: English - Date: 2015-05-05 06:09:57 Economy Finance Money Financial markets Stock market Mathematical finance Financial economics Fundamental analysis Arbitrage pricing theory Earnings Response Coefficient Beta Day trading
4	Course: Asset Pricing Faculty: Add to Reading List Source URL: idea.uab.es Language: English - Date: 2016-07-20 05:14:35 Economy Finance Money Mathematical finance Financial markets Options Financial economics Pricing Capital asset pricing model BlackScholes model Arbitrage pricing theory Valuation
5	Hysteresis bands on returns, holding period and transaction costs F. Delgadoy- B. Dumasz- G.W. Puopolox Abstract In the presence of transactions costs, no matter how small, arbitrage activity does not necessarily render Add to Reading List Source URL: faculty.insead.edu Language: English - Date: 2014-10-27 09:41:43 Mathematical finance Financial economics Financial markets Portfolio optimization Arbitrage Capital asset pricing model Futures contract Forward contract Rebalancing investments Financial risk Valuation Arbitrage pricing theory
6	Factor-based investing Vanguard Research Scott N. Pappas, CFA; Joel M. Dickson, Ph.D. Add to Reading List Source URL: personal.vanguard.com Language: English - Date: 2015-04-17 09:29:10 Mathematical finance Investment Financial economics Financial markets Fundamental analysis FamaFrench three-factor model Beta Style investing Arbitrage pricing theory Capital asset pricing model Value investing Active management
7	APT with Idiosyncratic Variance Factors PRELIMINARY AND INCOMPLETE: PLEASE DO NOT CITE WITHOUT PERMISSION Eric Renault∗, Thijs van der Heijden†, and Bas J.M. Werker‡ January 9, 2016 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:33:07 Mathematical finance Arbitrage pricing theory Volatility Principal component analysis Beta
8	GUEST EDITORIAL Bruce I. Jacobs and Kenneth N. Levy, CFA Principals Jacobs Levy Equity Management Florham Park, New Jersey Add to Reading List Source URL: www.jlem.com Language: English - Date: 2015-01-07 10:46:34 Investment Mathematical finance Arbitrage pricing theory Smart beta Capital asset pricing model Investment management Beta Kenneth French Investment strategy Alpha Efficient-market hypothesis Rebalancing investments
9	Macroeconomic risk factors and the role of mispriced credit in the returns from international real estate securities Andrey PavlovA, Eva SteinerB and Susan WachterC C Add to Reading List Source URL: realestate.wharton.upenn.edu Language: English* - Date: 2015-04-03 11:30:56 Credit risk Credit scoring Cost of capital Financial risk Equity Arbitrage pricing theory
10	Reprinted with permission from — The International Newspaper of Money Management March 7, 1988 PORTFOLIO MANAGEMENT Add to Reading List Source URL: www.jlem.com Language: English - Date: 2008-10-02 08:14:22 Mathematical finance Financial markets Investment Financial economics Financial ratios Capital asset pricing model Efficient-market hypothesis Rate of return Arbitrage pricing theory Beta Dividend Stock market index

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