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Search: subject:"Arbitrage pricing theory"
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Arbitrage Pricing
1,524
Arbitrage pricing
1,522
Theorie
976
Theory
974
Arbitrage
627
CAPM
389
Portfolio-Management
262
Portfolio selection
260
Optionspreistheorie
211
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204
Yield curve
180
Zinsstruktur
180
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166
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166
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132
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132
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123
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123
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123
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122
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103
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100
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100
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96
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95
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94
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94
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83
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83
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74
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69
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69
Transaction costs
69
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69
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68
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66
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63
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62
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62
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Platen, Eckhard
18
Vayanos, Dimitri
17
Rudebusch, Glenn D.
16
Cuong Le Van
14
Diebold, Francis X.
14
Christensen, Jens H. E.
12
Lepinette, Emmanuel
11
Pesaran, M. Hashem
10
Acharya, Viral V.
9
Connor, Gregory
9
Gromb, Denis
9
Kabanov, Jurij M.
9
Rásonyi, Miklós
9
Wilhelm, Jochen
9
Björk, Tomas
8
Jarrow, Robert A.
8
Khan, M. Ali
8
Kondor, Péter
8
Linton, Oliver
8
Sun, Yeneng
8
Dionne, Georges
7
Fletcher, Jonathan
7
Fontana, Claudio
7
Herings, Peter Jean-Jacques
7
Hoesli, Martin
7
Lochstoer, Lars A.
7
Nietert, Bernhard
7
Pagano, Marco
7
Page, Frank H.
7
Poutré, Cédric
7
Ramadorai, Tarun
7
Ross, Stephen A.
7
Schachermayer, Walter
7
Stübinger, Johannes
7
Cassese, Gianluca
6
Cauchie, Séverine
6
Chamberlain, Gary
6
Guasoni, Paolo
6
Jouini, Elyès
6
Pelsser, Antoon André Jean
6
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National Bureau of Economic Research
22
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4
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4
Institut für Schweizerisches Bankwesen <Zürich>
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London School of Economics (LSE)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Bonn Graduate School of Economics
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
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2
EconWPA
2
Economic Research Southern Africa (ERSA)
2
Ekonomiska forskningsinstitutet <Stockholm>
2
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2
HAL
2
Johns Hopkins University / Department of Economics
2
National Centre of Competence in Research North South <Bern>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
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2
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2
Associazione Amici della Scuola Normale Superiore di Pisa
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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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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1
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1
International Association of Lawyers
1
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1
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1
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1
Manchester Business School
1
McMaster University / Department of Economics
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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Finance and stochastics
44
International journal of theoretical and applied finance
27
Journal of financial economics
25
Journal of mathematical economics
23
NBER working paper series
22
Journal of banking & finance
21
Mathematics and financial economics
16
Annals of finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Research paper series / Swiss Finance Institute
14
NBER Working Paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Finance research letters
11
Discussion paper / Centre for Economic Policy Research
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
Economics letters
10
Applied mathematical finance
9
Journal of economic dynamics & control
8
Quantitative finance
8
Swiss Finance Institute Research Paper
8
CESifo working papers
7
Gabler Edition Wissenschaft
7
Journal of economic theory
7
Journal of empirical finance
7
Risks : open access journal
7
The journal of computational finance
7
Applied economics
6
Applied financial economics
6
Discussion papers / CEPR
6
European journal of operational research : EJOR
6
International review of economics & finance : IREF
6
Journal of financial and quantitative analysis : JFQA
6
Working Paper
6
Asia-Pacific financial markets
5
CESifo Working Paper
5
Discussion paper series / LSE Financial Markets Group
5
IMF Working Papers
5
Journal of econometrics
5
Journal of mathematical finance
5
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Source
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ECONIS (ZBW)
1,529
RePEc
50
USB Cologne (business full texts)
19
EconStor
8
Other ZBW resources
3
BASE
2
Showing
891
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900
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891
Using the capital asset pricing model and
arbitrage
pricing
theory
in capital budgeting
Young, Saul David
;
Saadi, Samir
- In:
Capital budgeting valuation : financial analysis for …
,
(pp. 363-380)
.
2011
Persistent link: https://www.econbiz.de/10009237034
Saved in:
892
Arbitrage and the tax code
Gallmeyer, Michael F.
;
Srivastava, Sanjay
- In:
Mathematics and financial economics
4
(
2011
)
3
,
pp. 183-221
Persistent link: https://www.econbiz.de/10009152824
Saved in:
893
An empirical investigation of the
arbitrage
pricing
theory
in a frontier stock market : evidence from Bangladesh
Faruque, Muhammad Umar
- In:
Indian journal of economics & business : IJEB
10
(
2011
)
4
,
pp. 443-465
Persistent link: https://www.econbiz.de/10009491437
Saved in:
894
How arbitrage-free is the Nelson-Siegel model?
Coroneo, Laura
;
Nyholm, Ken
;
Vidova-Koleva, Rositsa
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10009302103
Saved in:
895
Limits-to-arbitrage, investment frictions, and the asset growth anomaly
Lam, F. Y. Eric C.
;
Wei, K. C. John
- In:
Journal of financial economics
102
(
2011
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10009308262
Saved in:
896
Test of
arbitrage
pricing
theory
on the Tehran Stock Exchange : the case of a Shariah-compliant close economy
Sabetfar, Pooya
;
Cheng, Fan Fah
;
Mohamad, Shamsher
; …
- In:
International journal of economics and finance
3
(
2011
)
3
,
pp. 109-118
Persistent link: https://www.econbiz.de/10009311726
Saved in:
897
Fractional processes as models in stochastic finance
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Advanced mathematical methods for finance
,
(pp. 75-103)
.
2011
Persistent link: https://www.econbiz.de/10008991326
Saved in:
898
Preferred-habitat investors and the US term structure of real rates
Kaminska, Iryna
;
Vayanos, Dimitri
;
Zinna, Gabriele
-
2011
Persistent link: https://www.econbiz.de/10009244096
Saved in:
899
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:
900
Diversity and arbitrage in a regulatory breakup model
Strong, Winslow
;
Fouque, Jean-Pierre
- In:
Annals of finance
7
(
2011
)
3
,
pp. 349-374
Persistent link: https://www.econbiz.de/10009248122
Saved in:
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