Search Results - subject:"Pricing"

Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns

Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015071365

Information sharing, personalized pricing, and collusion

Colombo, Stefano; Filippini, Luigi; Pignataro, Aldo - In: Information economics and policy 66 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014549718

The choice of pricing format : firms may choose uniform pricing over personalized pricing to induce rivals to soften competition

Foros, Øystein; Kind, Hans Jarle; Nguyen-Ones, Mai - In: Information economics and policy 66 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014549720

Behavior-based algorithmic pricing

Dubus, Antoine - In: Information economics and policy 66 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014549724

The effects of price framing and magnitude of price differences on perceived fairness when switching from static to variable pricing

Alnes, Per Kristian; Haugom, Erik - In: Journal of retailing and consumer services 81 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015116753

Arbitrage-free neural-SDE market models

Cohen, Samuel N.; Reisinger, Christoph; Wang, Sheng - In: Applied mathematical finance 30 (2023) 1, pp. 1-46

Persistent link: https://www.econbiz.de/10014390284

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

Chapter 1: Portfolio Theory and Practice -- Chapter 2: Capital Market Conditions -- Chapter 3: Capital Asset Pricing … -- Chapter 7: Arbitrage Pricing Theory -- Chapter 8: Multifactor Models -- Chapter 9: A Special Case of Zero-Beta CAPM -- Chapter …This textbook is intended to fill a gap in undergraduate finance curriculums by providing an asset pricing text that is …

Persistent link: https://www.econbiz.de/10013504695

Arbitrage Pricing Theory

Huberman, Gur; Wang, Zhenyu - 2022

Focusing on capital asset returns governed by a factor structure, the Arbitrage Pricing Theory (APT) is a one …

Persistent link: https://www.econbiz.de/10013294606

Flow-Based Arbitrage Pricing Theory

An, Yu - 2022

I generalize the textbook arbitrage-pricing framework to characterize how uninformative flows generate price impacts … derive this model, I generalize Ross arbitrage pricing theory to flows. I also obtain several useful theoretical results …

Persistent link: https://www.econbiz.de/10013405781

Systematic Risk and Exchange-Rate Exposure of Pair Arbitrage Portfolios

Kourandi, Frago; Andrikopoulos, Thanos - 2022

We analyse the exchange-rate exposure (exposure) and systematic risk (beta) of individual stocks and pair arbitrage portfolios (PAP) in a Bertrand-type international duopoly. Under currency appreciation the firm beta from the depreciating (appreciating) country, decreases (increases). As the...

Persistent link: https://www.econbiz.de/10014241078