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  • Search: subject:"Arbitrage-Pricing-theory"
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Year of publication
Subject
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Arbitrage Pricing 1,573 Arbitrage pricing 1,571 Theorie 1,005 Theory 1,003 Arbitrage 653 CAPM 418 Portfolio-Management 278 Portfolio selection 276 Optionspreistheorie 219 Option pricing theory 212 Yield curve 183 Zinsstruktur 183 Börsenkurs 170 Share price 170 Capital income 137 Kapitaleinkommen 137 Derivat 127 Derivative 127 Estimation 125 Schätzung 124 Financial market 107 Finanzmarkt 107 Stochastic process 103 Stochastischer Prozess 103 Risk 98 Volatility 98 Volatilität 98 Risiko 97 Risikoprämie 86 Risk premium 86 Kapitalmarkttheorie 76 Martingal 71 Martingale 71 Capital market theory 70 Transaction costs 70 Transaktionskosten 70 Hedging 69 USA 65 Unvollkommener Markt 64 Incomplete market 63
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Online availability
All
Free 591 Undetermined 313 CC license 13
Type of publication
All
Book / Working Paper 866 Article 812
Subcategories
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Article in journal 720 Working paper 340 Book section 61 Textbook 18 Glossary included 6 Proceedings 4 Introduction 3 Literature review 2 Case study 1 Review 1
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Language
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English 1,539 German 73 Undetermined 46 Spanish 13 French 4 Italian 2 Polish 1
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Author
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Vayanos, Dimitri 19 Platen, Eckhard 18 Rudebusch, Glenn D. 16 Cuong Le Van 14 Diebold, Francis X. 14 Christensen, Jens H. E. 12 Acharya, Viral V. 11 Lepinette, Emmanuel 11 Gromb, Denis 10 Pesaran, M. Hashem 10 Connor, Gregory 9 Jarrow, Robert A. 9 Kabanov, Jurij M. 9 Kondor, Péter 9 Ross, Stephen A. 9 Rásonyi, Miklós 9 Wilhelm, Jochen 9 Björk, Tomas 8 Khan, M. Ali 8 Linton, Oliver 8 Lochstoer, Lars A. 8 Ramadorai, Tarun 8 Sun, Yeneng 8 Cornet, Bernard 7 Dionne, Georges 7 Fletcher, Jonathan 7 Fontana, Claudio 7 Herings, Peter Jean-Jacques 7 Hoesli, Martin 7 Nietert, Bernhard 7 Pagano, Marco 7 Page, Frank H. 7 Poutré, Cédric 7 Schachermayer, Walter 7 Stübinger, Johannes 7 Başak, Suleyman 6 Cassese, Gianluca 6 Cauchie, Séverine 6 Chamberlain, Gary 6 Croitoru, Benjamin 6
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Institution
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National Bureau of Economic Research 22 International Monetary Fund (IMF) 4 Weierstraß-Institut für Angewandte Analysis und Stochastik 4 Institut für Schweizerisches Bankwesen <Zürich> 3 London School of Economics (LSE) 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 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 Deutsche Forschungsgemeinschaft 2 EconWPA 2 Economic Research Southern Africa (ERSA) 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Faculty of Economics, University of Cambridge 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 University of Cambridge / Department of Applied Economics 2 Universität Passau / Wirtschaftswissenschaftliche Fakultät 2 Associazione Amici della Scuola Normale Superiore di Pisa 1 Banca d'Italia 1 Books on Demand GmbH <Norderstedt> 1 Brown University / Department of Economics 1 Centre for Economic Policy Research 1 Centre for International Economic Studies 1 Deutschland / Bundeswehr / Universität Hamburg 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 Federal Reserve System / Board of Governors 1 Finance Discipline Group, Business School 1 Frankfurt School of Finance & Management 1 Institute of Chartered Financial Analysts / Research Foundation 1 International Association of Lawyers 1 International Center for Financial Asset Management and Engineering 1 Københavns Universitet / Økonomisk Institut 1 London School of Economics and Political Science 1 Manchester Business School 1 McMaster University / Department of Economics 1 Princeton University Press 1
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Published in...
All
Finance and stochastics 45 International journal of theoretical and applied finance 27 Journal of financial economics 27 Journal of mathematical economics 23 Journal of banking & finance 22 NBER working paper series 22 Annals of finance 16 Mathematics and financial economics 16 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 The journal of finance : the journal of the American Finance Association 10 Applied mathematical finance 9 Journal of economic dynamics & control 8 Journal of economic theory 8 Quantitative finance 8 Swiss Finance Institute Research Paper 8 CESifo working papers 7 Discussion paper series / Centre for Economic Policy Research / Financial economics 7 European journal of operational research : EJOR 7 Gabler Edition Wissenschaft 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 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
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Source
All
ECONIS (ZBW) 1,579 RePEc 50 Other ZBW resources 20 USB Cologne (business full texts) 19 EconStor 8 BASE 2
Showing 1 - 10 of 1,449
 
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Complexity breaks arbitrage pricing theory
Davis, Carter; Lopez-Lira, Alejandro - 2026
Persistent link: https://www.econbiz.de/10016071200
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Fundamental valuation of equities under allocative rationality
Jawadi, Fredj; Prat, Georges; Uctum, Remzi - 2025
Persistent link: https://www.econbiz.de/10015435920
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The impact of the last two presidential periods on the performance of the Indonesia stock exchanges : an approach of arbitrage pricing theory
Garnia, Erna; Riadi, Deden Rizal; Tahmat, T; … - 2024
Stock Exchange (IDX) and the differences in their effects on the last two presidential terms using the Arbitrage Pricing … Theory (APT) approach. The macro factors studied are an aggregate of 41 indicators of stock market index returns, benchmark …
Persistent link: https://www.econbiz.de/10015189610
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Wish or reality? : on the exploitability of triangular arbitrage in cryptocurrency markets
Muck, Matthias; Schmidl, Thomas; Wolf, Julian - 2025
Persistent link: https://www.econbiz.de/10015210351
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Bitcoin arbitrage and exchange default risk
Guo, Weiwei; Intini, Silvia; Jahanshahloo, Hossein - 2025
Persistent link: https://www.econbiz.de/10015196494
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Arbitrage networks
Rahi, Rohit; Zigrand, Jean-Pierre - 2025
Persistent link: https://www.econbiz.de/10015409210
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Arbitrage Networks
Rahi, Rohit - 2013
Book / Working Paper
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Quantitative fundamental theorem of asset pricing
Acciaio, Beatrice; Backhoff-Veraguas, Julio; Pammer, Gudmund - 2025
Persistent link: https://www.econbiz.de/10015460602
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Characterizing arbitrage-free Choquet pricing rules
Cornet, Bernard - 2025
Persistent link: https://www.econbiz.de/10015443162
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Strategic arbitrage in segmented markets
Bryzgalova, Svetlana; Pavlova, Anna; Sikorskaya, Taisiya - 2025
Persistent link: https://www.econbiz.de/10015564576
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Cross-sectional predictability of Indian stock returns : a factor analytical approach
Shanbhag, Sanjay; Quddus, Kamran - 2025
Persistent link: https://www.econbiz.de/10015609332
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