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~isPartOf:"IMES discussion paper series / Englische Ausgabe"
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Search: subject_exact:"Arbitrage-Preis-Theorie"
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Arbitrage Pricing
10
Arbitrage pricing
10
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8
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IMES discussion paper series / Englische Ausgabe
Journal of economic theory
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
16
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Journal of international financial markets, institutions & money
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1
The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis
Li, Steven
-
2006
Persistent link: https://www.econbiz.de/10003342675
Saved in:
2
The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.
;
Swanson, Eric T.
;
Wu, Tao
-
2006
Persistent link: https://www.econbiz.de/10003353026
Saved in:
3
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali
;
Sun, Yeneng
- In:
Journal of economic theory
110
(
2003
)
2
,
pp. 337-373
Persistent link: https://www.econbiz.de/10001770493
Saved in:
4
Asymptotic arbitrage and the APT with or without measure-theoretic structures
Khan, Ali
;
Sun, Yeneng
- In:
Journal of economic theory
101
(
2001
)
1
,
pp. 222-251
Persistent link: https://www.econbiz.de/10001638703
Saved in:
5
A reexamination of ex ante pricing of currency risk in the Japanese stock market : a pricing kernel approach
Baba, Naohiko
-
2000
Persistent link: https://www.econbiz.de/10001452593
Saved in:
6
On the different notions of arbitrage and existence of equilibrium
Dana, Rose-Anne
;
Le Van, Cuong
;
Magnien, François
- In:
Journal of economic theory
87
(
1999
)
1
,
pp. 169-193
Persistent link: https://www.econbiz.de/10001403526
Saved in:
7
Factor analysis and arbitrage pricing in large asset economies
Najjar, Nabil I. al-
- In:
Journal of economic theory
78
(
1998
)
2
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001235172
Saved in:
8
Arbitrage and the flattening effect of large numbers
Makowski, Louis
- In:
Journal of economic theory
78
(
1998
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10001235753
Saved in:
9
Financial innovations and arbitrage pricing in economies with frictions : revisited
Charupat, Narat
- In:
Journal of economic theory
74
(
1997
)
2
,
pp. 435-447
Persistent link: https://www.econbiz.de/10001219702
Saved in:
10
Interpreting the factor risk premia in the arbitrage pricing theory
Admati, Anat R.
;
Pfleiderer, Paul
- In:
Journal of economic theory
35
(
1985
)
1
,
pp. 191-195
Persistent link: https://www.econbiz.de/10001806178
Saved in:
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