Similar Search Results

A dysfunctional role of high frequency trading in electronic markets

Jarrow, Robert A.; Protter, Philip E. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-15

Persistent link: https://www.econbiz.de/10009624489

Positive alphas, abnormal performance, and illusory arbitrage

Jarrow, Robert A.; Protter, Philip E. - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 39-56

Persistent link: https://www.econbiz.de/10009712563

Foreign currency bubbles

Jarrow, Robert A.; Protter, Philip E. - In: Review of derivatives research 14 (2011) 1, pp. 67-83

Persistent link: https://www.econbiz.de/10009272490

An introduction to financial asset pricing

Jarrow, Robert A.; Protter, Philip E. - In: Financial engineering, (pp. 13-69). 2008

Persistent link: https://www.econbiz.de/10003567089

Positive alphas and a generalized multiple-factor asset pricing model

Jarrow, Robert A.; Protter, Philip E. - In: Mathematics and financial economics 10 (2016) 1, pp. 29-48

Persistent link: https://www.econbiz.de/10011446005

Relative asset price bubbles

Falafala, Roseline Bilina; Jarrow, Robert A.; Protter, … - In: Annals of finance 12 (2016) 2, pp. 135-160

Persistent link: https://www.econbiz.de/10011555672

Positive Alphas, Abnormal Performance, and Illusory Arbitrage

Jarrow, Robert A.; Protter, Philip E. - 2011

Jensen's alpha is well-known to be a measure of abnormal performance in the evaluation of securities and portfolios where abnormal performance is defined to be an expected return that exceeds the equilibrium risk adjusted rate. It is also well known that in estimating Jensen's alpha, a non-zero...

Persistent link: https://www.econbiz.de/10014044274

Computing present values : capital budgeting done correctly

Jarrow, Robert A. - In: Finance research letters 11 (2014) 3, pp. 183-193

Persistent link: https://www.econbiz.de/10010441188

Preferences, continuity, and the arbitrage pricing theory

Jarrow, Robert A. - In: The review of financial studies 1 (1988) 2, pp. 159-172

Persistent link: https://www.econbiz.de/10001106139

The no-arbitrage pricing of non-traded assets

Jarrow, Robert A. - In: Annals of finance 19 (2023) 3, pp. 401-418

Persistent link: https://www.econbiz.de/10014380572