Some Doubts about the Economic Analysis of the Flow of Silver to China in 1550-1820.
- Published in:
- Open Economies Review, 2019, v. 30, n. 1, p. 105, doi. 10.1007/s11079-018-9506-z
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- Publication type:
- Article
Works matching DE "ARBITRAGE pricing theory"
Results: 117
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A Note on Interaction between Financial Markets.
- Published in:
- Asia-Pacific Financial Markets, 2000, v. 7, n. 2, p. 179, doi. 10.1023/A:1010026032246
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- Publication type:
- Article
3
On the arbitrage price of European call options.
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- Stochastic Models, 2017, v. 33, n. 1, p. 48, doi. 10.1080/15326349.2016.1200473
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- Publication type:
- Article
4
Arbitrage Theory with State-Price Deflators.
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- Stochastic Models, 2013, v. 29, n. 3, p. 306, doi. 10.1080/15326349.2013.808902
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- Publication type:
- Article
5
SHORT-RUN ARBITRAGE IN CRISIS MARKETS - EXPERIMENTAL EVIDENCE.
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- Annals of Financial Economics, 2014, v. 9, n. 1, p. -1, doi. 10.1142/S201049521450002X
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- Publication type:
- Article
6
Nonlinear dependencies in the Fama and French three-factor model.
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- Investment Analysts Journal, 2023, v. 52, n. 2, p. 106, doi. 10.1080/10293523.2023.2179162
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- Publication type:
- Article
7
Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse.
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- Annals of Operations Research, 2018, v. 269, n. 1/2, p. 205, doi. 10.1007/s10479-017-2458-7
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- Publication type:
- Article
8
TEST OF ARBITRAGE PRICING THEORY ON STOCK INDICES: AN EMPIRICAL STUDY ON BIST100.
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- Revista Economică, 2023, v. 75, n. 1, p. 7, doi. 10.56043/reveco-2023-0001
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- Article
9
The pricing formula of multi-stage causal compound option.
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- Basic Sciences Journal of Textile Universities / Fangzhi Gaoxiao Jichu Kexue Xuebao, 2012, v. 25, n. 2, p. 188
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- Article
10
MACROECONOMIC INFLUENCE ON SHARES' RETURN STUDY CASE: ARBITRAGE PRICING THEORY (APT) APPLIED ON BUCHAREST STOCK EXCHANGE.
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- Economic Computation & Economic Cybernetics Studies & Research, 2014, v. 48, n. 2, p. 1
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- Article
11
Benchmarking in two price financial markets.
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- Annals of Finance, 2016, v. 12, n. 2, p. 201, doi. 10.1007/s10436-016-0278-4
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- Article
12
Relative asset price bubbles.
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- Annals of Finance, 2016, v. 12, n. 2, p. 135, doi. 10.1007/s10436-016-0274-8
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- Publication type:
- Article
13
Beyond CAPM: an innovative factor model to optimize the risk and return trade-off.
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- Journal of Business Economics & Management, 2014, v. 15, n. 4, p. 615, doi. 10.3846/16111699.2013.770789
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- Publication type:
- Article
14
Integer programs for margining option portfolios by option spreads with more than four legs.
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- Computational Management Science, 2013, v. 10, n. 1, p. 51, doi. 10.1007/s10287-012-0159-x
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- Article
15
Control of Energy Storage with Market Impact: Lagrangian Approach and Horizons.
- Published in:
- Operations Research, 2019, v. 67, n. 1, p. 1, doi. 10.1287/opre.2018.1761
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- Publication type:
- Article
16
Inverse Optimization: A New Perspective on the Black-Litterman Model.
- Published in:
- Operations Research, 2012, v. 60, n. 6, p. 1389, doi. 10.1287/opre.1120.1115
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- Publication type:
- Article
17
A simple characterization of tightness for convex solid sets of positive random variables.
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- Positivity, 2018, v. 22, n. 4, p. 1015, doi. 10.1007/s11117-018-0556-7
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- Article
18
Core equivalences for equilibria supported by non-linear prices.
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- Positivity, 2013, v. 17, n. 3, p. 621, doi. 10.1007/s11117-012-0195-3
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- Article
19
Pipeline congestion and basis differentials.
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- Journal of Regulatory Economics, 2014, v. 46, n. 3, p. 261, doi. 10.1007/s11149-014-9256-9
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- Publication type:
- Article
20
Impacts of Macroeconomic Factors on Stock Returns in the Property Sector.
- Published in:
- KnE Social Sciences, 2022, p. 59, doi. 10.18502/kss.v7i6.10609
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- Publication type:
- Article
21
The Impact of Political Risk and Macro Economics on Stock Return at Indonesia Stock Exchange (An Approach of Arbritage Pricing Theory (APT)).
- Published in:
- KnE Social Sciences, 2019, v. 2019, p. 744, doi. 10.18502/kss.v3i26.5412
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- Publication type:
- Article
22
A simple derivation of risk-neutral probability in the binomial option pricing model.
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- International Journal of Mathematical Education in Science & Technology, 2015, v. 46, n. 1, p. 142, doi. 10.1080/0020739X.2014.936979
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- Publication type:
- Article
23
Macroeconomic State Variables and Stock Market Performance: A Systematic Review and Future Research Agenda.
- Published in:
- FIIB Business Review, 2024, v. 13, n. 2, p. 172, doi. 10.1177/2319714521995622
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- Publication type:
- Article
24
Persistence of jump-induced tail risk and limits to arbitrage.
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- Quantitative Finance, 2023, v. 23, n. 4, p. 705, doi. 10.1080/14697688.2022.2151502
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- Article
25
Application of a TGARCH-wavelet neural network to arbitrage trading in the metal futures market in China.
- Published in:
- Quantitative Finance, 2015, v. 15, n. 2, p. 371, doi. 10.1080/14697688.2013.819987
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- Publication type:
- Article
26
Cross-ownership as a structural explanation for over- and underestimation of default probability.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 6, p. 1031, doi. 10.1080/14697688.2013.834377
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- Publication type:
- Article
27
The law of one accounting variable.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 2, p. 317, doi. 10.1080/14697688.2012.713114
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- Publication type:
- Article
28
Order-Flow Segmentation, Liquidity, and Price Discovery: The Role of Latency Delays.
- Published in:
- Journal of Financial & Quantitative Analysis, 2020, v. 55, n. 8, p. 2555, doi. 10.1017/S002210901900067X
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- Article
29
When Factors Do Not Span Their Basis Portfolios.
- Published in:
- Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 6, p. 2335, doi. 10.1017/S0022109018000376
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- Publication type:
- Article
30
Asset Pricing Through Downside Risk Based Arbitrage Pricing Theory: Empirical Evidence from Pakistan Stock Exchange.
- Published in:
- Abasyn University Journal of Social Sciences, 2020, v. 13, n. 2, p. 485, doi. 10.34091/AJSS.13.2.02
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- Publication type:
- Article
31
Arbitrage-free call option surface construction using regression splines.
- Published in:
- Applied Stochastic Models in Business & Industry, 2015, v. 31, n. 4, p. 515, doi. 10.1002/asmb.2045
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- Publication type:
- Article
32
A combinatorial optimization model for enterprise patent transfer.
- Published in:
- Information Technology & Management, 2015, v. 16, n. 4, p. 327, doi. 10.1007/s10799-014-0207-z
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- Publication type:
- Article
33
A Combined Approach to the Inference of Conditional Factor Models.
- Published in:
- Journal of Business & Economic Statistics, 2015, v. 33, n. 2, p. 203, doi. 10.1080/07350015.2014.940082
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- Publication type:
- Article
34
Macroeconomic Forces and Arbitrage Pricing Theory.
- Published in:
- Journal of Comparative Asian Development, 2017, v. 16, n. 1, p. 1, doi. 10.1080/15339114.2017.1297245
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- Publication type:
- Article
35
Popularity and Asset Pricing.
- Published in:
- Journal of Investing, 2017, v. 26, n. 1, p. 46, doi. 10.3905/joi.2017.26.1.046
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- Publication type:
- Article
36
Modelación de la relación rentabilidad-riesgo en el mercado accionario para países desarrollados y países emergentes en un mundo parcialmente integrado.
- Published in:
- Cuadernos de Administración, 2015, v. 31, n. 53, p. 38, doi. 10.25100/cdea.v31i53.15
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- Publication type:
- Article
37
Forecasting Performance of Different Betas: Mexican Stocks before and during the COVID-19 Pandemic.
- Published in:
- Emerging Markets Finance & Trade, 2022, v. 58, n. 13, p. 3868, doi. 10.1080/1540496X.2022.2073813
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- Publication type:
- Article
38
Oil Prices and Stock Returns in the MENA Countries: A Firm-level Data Analysis.
- Published in:
- Emerging Markets Finance & Trade, 2021, v. 57, n. 15, p. 4350, doi. 10.1080/1540496X.2020.1809374
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- Publication type:
- Article
39
Default risk in interest rate derivatives with stochastic volatility.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1837, doi. 10.1080/14697688.2010.543426
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- Publication type:
- Article
40
IMPACT OF MACROECONOMIC VARIABLES ON ISLAMIC STOCK MARKET RETURNS: EVIDENCE FROM NIFTY 50 SHARIAH INDEX.
- Published in:
- Journal of Commerce & Accounting Research, 2017, v. 6, n. 1, p. 37
- By:
- Publication type:
- Article
41
DO MACROECONOMIC VARIABLES AFFECT STOCK RETURNS IN BRICS MARKETS? AN ARDL APPROACH.
- Published in:
- Journal of Commerce & Accounting Research, 2015, v. 4, n. 2, p. 1, doi. 10.21863/jcar/2015.4.2.008
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- Publication type:
- Article
42
Implementation of Optimal Scheduling Algorithm for Multi-Functional Battery Energy Storage System.
- Published in:
- Energies (19961073), 2019, v. 12, n. 7, p. 1339, doi. 10.3390/en12071339
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- Publication type:
- Article
43
Can negative electricity prices encourage inefficient electrical energy storage devices?
- Published in:
- International Journal of Environmental Studies, 2014, v. 71, n. 6, p. 862, doi. 10.1080/00207233.2014.966968
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- Publication type:
- Article
44
Robust Estimation of Shape-Constrained State Price Density Surfaces.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 3, p. 56, doi. 10.3905/jod.2015.22.3.056
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- Publication type:
- Article
45
Consistent Modeling of Discrete Cash Dividends.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 3, p. 9, doi. 10.3905/jod.2015.22.3.009
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- Publication type:
- Article
46
Are grain markets in Niger driven by speculation?
- Published in:
- Oxford Economic Papers, 2016, v. 68, n. 3, p. 714, doi. 10.1093/oep/gpw012
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- Publication type:
- Article
47
THEORETICAL AND APPLIED ASPECTS OF THE STUDY OF INVESTMENT BEHAVIOR THEORIES.
- Published in:
- Scientific Bulletin of Polissia, 2024, v. 28, n. 1, p. 309, doi. 10.25140/2410-9576-2024-1(28)-309-328
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- Publication type:
- Article
48
Determinants of premiums of Indian ADRs: An empirical investigation.
- Published in:
- Decision (0304-0941), 2011, v. 38, n. 3, p. 39
- By:
- Publication type:
- Article
49
Equity prices and fundamentals: a DDM-APT mixed approach.
- Published in:
- Review of Quantitative Finance & Accounting, 2017, v. 49, n. 3, p. 661, doi. 10.1007/s11156-016-0604-y
- By:
- Publication type:
- Article
50
The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA.
- Published in:
- Review of Quantitative Finance & Accounting, 2012, v. 38, n. 3, p. 347, doi. 10.1007/s11156-011-0232-5
- By:
- Publication type:
- Article