Arbitrage pricing theory

Results: 73



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1Submitted 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

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

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2016-08-02 03:48:05
2Microsoft Word - The Death of Common Sense（HP掲載）.doc

Microsoft Word - The Death of Common Sense（HP掲載）.doc

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Source URL: www.jiaa.or.jp

Language: English - Date: 2015-08-18 22:29:31
3LTA 4/97 • J-P. KALLUNKI L– TM A .4 M

LTA 4/97 • J-P. KALLUNKI L– TM A .4 M

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Source URL: njb.fi

Language: English - Date: 2015-05-05 06:09:57
4Course: Asset Pricing Faculty:

Course: Asset Pricing Faculty:

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Source URL: idea.uab.es

Language: English - Date: 2016-07-20 05:14:35
5Hysteresis 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

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

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Source URL: faculty.insead.edu

Language: English - Date: 2014-10-27 09:41:43
6Factor-based investing Vanguard Research Scott N. Pappas, CFA; Joel M. Dickson, Ph.D.

Factor-based investing Vanguard Research Scott N. Pappas, CFA; Joel M. Dickson, Ph.D.

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Source URL: personal.vanguard.com

Language: English - Date: 2015-04-17 09:29:10
7APT with Idiosyncratic Variance Factors PRELIMINARY AND INCOMPLETE: PLEASE DO NOT CITE WITHOUT PERMISSION Eric Renault∗, Thijs van der Heijden†, and Bas J.M. Werker‡ January 9, 2016

APT with Idiosyncratic Variance Factors PRELIMINARY AND INCOMPLETE: PLEASE DO NOT CITE WITHOUT PERMISSION Eric Renault∗, Thijs van der Heijden†, and Bas J.M. Werker‡ January 9, 2016

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:33:07
8GUEST EDITORIAL Bruce I. Jacobs and Kenneth N. Levy, CFA Principals Jacobs Levy Equity Management Florham Park, New Jersey

GUEST EDITORIAL Bruce I. Jacobs and Kenneth N. Levy, CFA Principals Jacobs Levy Equity Management Florham Park, New Jersey

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Source URL: www.jlem.com

Language: English - Date: 2015-01-07 10:46:34
9Macroeconomic risk factors and the role of mispriced credit in the returns from international real estate securities Andrey PavlovA, Eva Steiner*B and Susan WachterC C

Macroeconomic risk factors and the role of mispriced credit in the returns from international real estate securities Andrey PavlovA, Eva Steiner*B and Susan WachterC C

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Source URL: realestate.wharton.upenn.edu

Language: English - Date: 2015-04-03 11:30:56
10Reprinted with permission from — The International Newspaper of Money Management March 7, 1988 PORTFOLIO MANAGEMENT

Reprinted with permission from — The International Newspaper of Money Management March 7, 1988 PORTFOLIO MANAGEMENT

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Source URL: www.jlem.com

Language: English - Date: 2008-10-02 08:14:22