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Chapter 10 Arbitrage, state prices and portfolio theory

Dybvig, Philip H.; Ross, Stephen A. - 2003

preferences, and solving them for probabilities gives us beliefs. We look at two popular asset pricing models, the CAPM and the … APT, as well as complete-markets pricing. In the case of the CAPM, the first-order conditions link nicely to the …

Persistent link: https://www.econbiz.de/10014023861

Stock fund returns and macroeconomic variables in Brazil

Rebeschini, Amabile Millani; Leal, Ricardo Pereira Câmara - In: Latin American business review : journal of the … 17 (2016) 2, pp. 139-161

Persistent link: https://www.econbiz.de/10011533037

Ex-Post Analyse von Anlageempfehlungen

Elsenhuber, Ulrike - 2003

Persistent link: https://www.econbiz.de/10001793218

Measuring portfolio performance and the empirical content of the APT

Steiner, Manfred; Nowak, Thomas; Wittrock, Carsten - In: Empirical research on the German capital market : with …, (pp. 207-230). 1999

Persistent link: https://www.econbiz.de/10001427669

An arbitrage princing approach to evaluating mutual fund performance

Chang, Eric C.; Levellen, Wilbur G. - In: The journal of financial research 8 (1985) 1, pp. 15-30

Persistent link: https://www.econbiz.de/10001993008

Exchange-traded private equity and venture capital companies and macroeconomic factors in Brazil

Souza, Samuel Martins de; Leal, Ricardo Pereira Câmara - In: Latin American business review : journal of the … 16 (2015) 4, pp. 255-277

Persistent link: https://www.econbiz.de/10011458812

Derivative Segment Exposure of Arbitrage Mutual Funds

Manda, Vijaya Kittu - 2020

Tightening mutual fund regulations, particularly those of debt mutual funds, by the Indian securities market regulator – the Securities and Exchange Board of India (SEBI) are making Arbitrage funds get attention. Low risk, attractive tax treatment, and convenience caught investor interest, and...

Persistent link: https://www.econbiz.de/10012825502

Intraday arbitrage between ETFs and their underlying portfolios

Box, Travis; Davis, Ryan; Evans, Richard; Lynch, Andrew - In: Journal of financial economics 141 (2021) 3, pp. 1078-1095

Persistent link: https://www.econbiz.de/10012873154

Applying ESG-based arbitrage with ETFs

Rompotis, Gerasimos G. - In: International journal of accounting and finance 11 (2022) 2, pp. 99-114

Persistent link: https://www.econbiz.de/10014306703

Ganzheitliche Gestaltung von Investmentprozessen : integrierte Modellierung von Entscheidungsabläufen im Asset-Management

Dichtl, Hubert - 2001

Persistent link: https://www.econbiz.de/10001579792