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subject:"Arbitrage Pricing"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic theory"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Arbitrage Pricing
Arbitrage pricing
24
Theorie
12
Theory
12
CAPM
7
Arbitrage
5
Portfolio selection
5
Portfolio-Management
5
Incomplete market
4
Option pricing theory
4
Optionspreistheorie
4
Unvollkommener Markt
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Anlageverhalten
3
Behavioural finance
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Capital income
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Derivat
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Derivative
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Arbitrage risk
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Börsenkurs
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Equilibrium theory
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USA
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1992-1994
1
Aktienindex
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English
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Khan, Ali
2
Smedema, Adam R.
2
Sun, Yeneng
2
Ackert, Lucy F.
1
Admati, Anat R.
1
Almeida, Caio
1
Baek, Seungho
1
Bilson, John F.
1
Blöchlinger, Andreas
1
Charupat, Narat
1
Chou, Pin-huang
1
Cousot, Laurent
1
Dana, Rose-Anne
1
DeLisle, R. Jared
1
Estrella, Arturo
1
Fabozzi, Frank J.
1
Focardi, Sergio M.
1
Huang, Tsung-yu
1
Ioffe, Ioulia D.
1
Jarrow, Robert A.
1
Kallio, Markku
1
Le Van, Cuong
1
Magnien, François
1
Makowski, Louis
1
Marshall, Ben R.
1
McTier, Brian C.
1
Mitov, Ivan K.
1
Miyazaki, Kenji
1
Najjar, Nabil I. al-
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1
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1
Protter, Philip E.
1
Saitō, Makoto
1
Tavin, Bertrand
1
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1
Tian, Yisong Sam
1
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Journal of banking & finance
Journal of economic theory
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Annals of finance
11
NBER Working Paper
11
Discussion paper / Centre for Economic Policy Research
10
Economics letters
10
Mathematics and financial economics
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Research paper series / Swiss Finance Institute
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Gabler Edition Wissenschaft
7
Swiss Finance Institute Research Paper
7
The journal of computational finance
7
Applied mathematical finance
6
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
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Applied financial economics
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Asia-Pacific financial markets
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CESifo working papers
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion papers / CEPR
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Finance research letters
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International review of economics & finance : IREF
5
Journal of econometrics
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Warwick economic research papers
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Discussion paper series / LSE Financial Markets Group
4
Europäische Hochschulschriften / 5
4
Financial markets and asset pricing
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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ECONIS (ZBW)
24
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1
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
2
Systematic limited arbitrage and the cross-section of stock returns : evidence from exchange traded funds
DeLisle, R. Jared
;
McTier, Brian C.
;
Smedema, Adam R.
- In:
Journal of banking & finance
70
(
2016
),
pp. 118-136
Persistent link: https://www.econbiz.de/10011635135
Saved in:
3
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
4
Size and value risk in financial firms
Baek, Seungho
;
Bilson, John F.
- In:
Journal of banking & finance
55
(
2015
),
pp. 295-326
Persistent link: https://www.econbiz.de/10011379102
Saved in:
5
Arbitrage risk and the turnover anomaly
Chou, Pin-huang
;
Huang, Tsung-yu
;
Yang, Hung-jeh
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
Saved in:
6
ETF arbitrage : intraday evidence
Marshall, Ben R.
;
Nguyen, Nhut
;
Visaltanachoti, Nuttawat
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3486-3498
Persistent link: https://www.econbiz.de/10010126380
Saved in:
7
Arbitrage-free credit pricing using default probabilities and risk sensitivities
Blöchlinger, Andreas
- In:
Journal of banking & finance
35
(
2011
)
2
,
pp. 268-281
Persistent link: https://www.econbiz.de/10009244332
Saved in:
8
The return impact of realized and expected idiosyncratic volatility
Peterson, David R.
;
Smedema, Adam R.
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2547-2558
Persistent link: https://www.econbiz.de/10009273288
Saved in:
9
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2695-2705
Persistent link: https://www.econbiz.de/10003796156
Saved in:
10
Conditions on option prices for absence of arbitrage and exact calibration
Cousot, Laurent
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3377-3397
Persistent link: https://www.econbiz.de/10003577408
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