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1
Sources of financial synchronism :
arbitrage
theory
and the promise of risk-free profit
Langenohl, Andreas
- In:
Finance and society
4
(
2018
)
1
,
pp. 26-40
traced back to certain developments in economic
theory
since the so-called "marginalist revolution", which enabled the …
Persistent link: https://www.econbiz.de/10012034585
Saved in:
2
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
Saved in:
3
Arbitrage
and the evaluation of linear factor models in UK stock returns
Fletcher, Jonathan
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 449-468
Persistent link: https://www.econbiz.de/10003974102
Saved in:
4
Behavioral investment strategy matters : a statistical
arbitrage
approach
Sun, David S.
;
Tsai, Shih-chuan
;
Wang, Wei
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 47-61
Persistent link: https://www.econbiz.de/10010204877
Saved in:
5
Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Fletcher, Jonathan
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 30-46
Persistent link: https://www.econbiz.de/10010431513
Saved in:
6
The term structure of sharpe ratios and
arbitrage
-free asset pricing in continuous time
Beißner, Patrick
;
Rosazza Gianin, Emanuela
-
2018
arbitrage
-free and incomplete market setting when different pricing measures are possible. Involved pricing measures now depend …
Persistent link: https://www.econbiz.de/10011899208
Saved in:
7
Arbitrage
pricing
theory
in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
8
Idiosyncratic risk, costly
arbitrage
, and the cross-section of stock returns
Cao, Jie Jay
;
Han, Bing
- In:
Journal of banking & finance
73
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
Saved in:
9
The analysis of the
arbitrage
pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid
- In:
American journal of finance and accounting
5
(
2017
)
1
,
pp. 51-63
Persistent link: https://www.econbiz.de/10011834005
Saved in:
10
A good pair: alternative pairs-trading strategies
Smith, Richard Todd
;
Xu, Xun
- In:
Financial markets and portfolio management
31
(
2017
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011944580
Saved in:
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