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type_genre:"Thesis"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Arbitrage Pricing
11
Arbitrage pricing
11
Risikoprämie
3
Risk premium
3
Theorie
3
Theory
3
Market liquidity
2
Marktliquidität
2
1980-2006
1
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1
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1
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11
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Acharya, Viral V.
2
Satchell, Stephen
2
Vayanos, Dimitri
2
Asplund, Marcus
1
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1
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1
Clark, Todd E.
1
Croitoru, Benjamin
1
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1
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1
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1
Hau, Harald
1
Kondor, Péter
1
Lochstoer, Lars A.
1
Malamud, Semyon
1
Marcellino, Massimiliano
1
Pitsillis, M.
1
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1
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1
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1
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1
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13
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12
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9
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7
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ECONIS (ZBW)
11
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date (oldest first)
1
A dynamic equilibrium model of ETFs
Malamud, Semyon
-
2016
Persistent link: https://www.econbiz.de/10011544477
Saved in:
2
The dynamics of financially constrained arbitrage
Gromb, Denis
;
Vayanos, Dimitri
-
2015
Persistent link: https://www.econbiz.de/10010495451
Saved in:
3
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
4
Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter
;
Vayanos, Dimitri
-
2014
Persistent link: https://www.econbiz.de/10010363538
Saved in:
5
Bayesian estimation of risk-premia in an APT context
Darsinos, Theofanis
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766123
Saved in:
6
Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
Saved in:
7
A theory of slow-moving capital and contagion
Acharya, Viral V.
;
Shin, Hyun Song
;
Yorulmazer, Tanju
-
2009
Persistent link: https://www.econbiz.de/10003814480
Saved in:
8
Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
-
2009
Persistent link: https://www.econbiz.de/10003856731
Saved in:
9
A generalized portfolio approach to limited risk arbitrage : evidence from the MSCI global index change
Hau, Harald
-
2007
Persistent link: https://www.econbiz.de/10003432305
Saved in:
10
Demand and distance : evidence on cross-border shopping
Asplund, Marcus
-
2005
Persistent link: https://www.econbiz.de/10013424603
Saved in:
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