A comparative analysis of security pricing using factor, macrovariable and arbitrage pricing models
Year of publication: |
1998
|
---|---|
Authors: | Teker, Suat |
Other Persons: | Varela, Oscar (contributor) |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 22.1998, 2, p. 21-41
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Schätzung | Estimation | USA | United States | 1980-1992 |
-
An empirical investigation into arbitrage and approximate K-factor structure on large asset markets
Luedecke, Bernd P., (1984)
-
Prakash, Gauri, (1997)
-
Stability of the arbitrage pricing theory model factors
Hays, Patrick A., (1997)
- More ...
-
A comparative analysis of security pricing using factor, macrovariable and arbitrage pricing models
Teker, Suat, (1998)
-
Foreign Direct Investments: Asian and European Transition Economies
TEKER, Suat, (2014)
-
SENSITIVITIES TO INTEREST AND EXCHANGE RATES OF TURKISH BANKS
Teker, Suat, (2005)
- More ...