//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion Paper Serie B"
~isPartOf:"Journal of banking & finance"
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Arbitrage"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Arbitrage
47
Theorie
13
Theory
13
Börsenkurs
10
Share price
10
Anlageverhalten
9
Behavioural finance
9
Capital income
9
Kapitaleinkommen
9
Portfolio selection
8
Portfolio-Management
8
Estimation
7
Limits to arbitrage
7
Schätzung
7
Arbitrage Pricing
5
Arbitrage pricing
5
Großbritannien
5
Risiko
5
Risk
5
United Kingdom
5
arbitrage
5
Capital market returns
4
Credit derivative
4
Credit risk
4
Derivat
4
Derivative
4
Index futures
4
Index-Futures
4
Kapitalmarktrendite
4
Kreditderivat
4
Kreditrisiko
4
Option Pricing
4
Basel Accord
3
Basler Akkord
3
Experiment
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Index derivative
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Cao, Jie
1
Chen, Su-Jane
1
DeLisle, R. Jared
1
Fabozzi, Frank J.
1
Focardi, Sergio M.
1
Gu, Ming
1
Han, Bing
1
Jacobs, Heiko
1
Jordan, Bradford D.
1
Kang, Wenjin
1
McTier, Brian C.
1
Mitov, Ivan K.
1
Pope, Peter F.
1
Smedema, Adam R.
1
Xu, Bu
1
Yadav, Pradeep
1
more ...
less ...
Published in...
All
Discussion Paper Serie B
Journal of banking & finance
The journal of finance : the journal of the American Finance Association
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
6
Journal of financial economics
6
The review of financial studies
6
Annals of finance
5
Review of quantitative finance and accounting
5
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial markets
4
Journal of investment management : JOIM
4
MPRA Paper
4
NBER working paper series
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
The European journal of finance
4
The journal of portfolio management : a publication of Institutional Investor
4
Working paper / National Bureau of Economic Research, Inc.
4
Discussion paper
3
International journal of theoretical and applied finance
3
Journal de la Société de Statistique de Paris
3
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
3
Mathematics and financial economics
3
Memo-stencil / Företagsekonomiska Institutionen, Åbo Akademi
3
NBER Working Paper
3
Risks : open access journal
3
Working paper
3
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / LSE Financial Markets Group
2
Discussion papers / CEPR
2
Discussion papers / Institute of Social and Economic Research
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial analysts' journal : FAJ
2
Fisher College of Business working paper series
2
International review of financial analysis
2
Journal of business economics : JBE
2
Journal of economic theory
2
Journal of financial econometrics
2
Journal of mathematical economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Limits of arbitrage and idiosyncratic volatility : evidence from China stock market
Gu, Ming
;
Kang, Wenjin
;
Xu, Bu
- In:
Journal of banking & finance
86
(
2018
),
pp. 240-258
Persistent link: https://www.econbiz.de/10011962481
Saved in:
2
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
Cao, Jie
;
Han, Bing
- In:
Journal of banking & finance
73
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
Saved in:
3
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:
4
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:
5
What explains the dynamics of 100 anomalies?
Jacobs, Heiko
- In:
Journal of banking & finance
57
(
2015
),
pp. 65-85
Persistent link: https://www.econbiz.de/10011543781
Saved in:
6
Stock index futures mispricing : profit opportunities or risk premia?
Yadav, Pradeep
- In:
Journal of banking & finance
18
(
1994
)
5
,
pp. 921-953
Persistent link: https://www.econbiz.de/10001174020
Saved in:
7
Some empirical tests in the arbitrage pricing theory : macrovariables vs. derived factors
Chen, Su-Jane
- In:
Journal of banking & finance
17
(
1993
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10001140679
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->