Results 121 to 130 of about 891 (167)

Empowering smart homes by IoT-driven hybrid renewable energy integration for enhanced efficiency. [PDF]

open access: yesSci Rep
Bagdadee AH   +5 more
europepmc   +1 more source

The state value. [PDF]

open access: yesPLoS One
AbdElaal MA, Elmohamady NM.
europepmc   +1 more source

No Arbitrage and Arbitrage Pricing: A New Approach

The Journal of Finance, 1993
ABSTRACTWe argue that arbitrage‐pricing theories (APT) imply the existence of a low‐dimensional nonnegative nonlinear pricing kernel. In contrast to standard constructs of the APT, we do not assume a linear factor structure on the payoffs. This allows us to price both primitive and derivative securities.
Bansal, Ravi, Viswanathan, S
openaire   +1 more source

arbitrage pricing theory

2008
Focusing on capital asset returns governed by a factor structure, the Arbitrage Pricing Theory (APT) is a one-period model, in which preclusion of arbitrage over static portfolios of these assets leads to a linear relation between the expected return and its covariance with the factors.
Gur Huberman, Zhenyu Wang
openaire   +4 more sources

Pricing by no arbitrage

1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jensen, B. A., Nielsen, J. A.
openaire   +2 more sources

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