Results 151 to 160 of about 1,698,577 (227)

Optimal two-stage arbitraging and scheduling strategy for distributed energy resource aggregators. [PDF]

Heliyon
Xie P, Liu M, Chen C, Tang W, Wang H.
europepmc   +1 more source

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Arbitrage Pricing

Arbitrage Theory in Continuous Time, 2019
The chapter starts with a detailed discussion of the bank account in discrete and continuous time. The Black–Scholes model is then introduced, and using the principle of no arbitrage we study the problem of pricing an arbitrary financial derivative ...
Tomas Björk
semanticscholar   +2 more sources

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
exaly   +5 more sources

An Empirical Investigation of the Arbitrage Pricing Theory

Journal of Finance, 1980
Richard Roll, S. Ross
semanticscholar   +5 more sources

The arbitrage theory of capital asset pricing

Journal of Economic Theory, 1976
S. Ross
semanticscholar   +3 more sources

Arbitrage pricing theory

, 2014
Carlos Restrepo, C. Velásquez, F. González   +2 more
semanticscholar   +2 more sources

Macroeconomic Forces and Arbitrage Pricing Theory

Journal of Comparative Asian Development, 2017
J. French
semanticscholar   +3 more sources

Some Empirical Tests of the Theory of Arbitrage Pricing

Journal of Finance, 1983
N. Chen
semanticscholar   +5 more sources

International Arbitrage Pricing Theory: An Empirical Investigation

Journal of Finance, 1986
D. Cho, Cheol S. Eun, Lemma W. Senbet
semanticscholar   +3 more sources

Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets

, 2020
This study examines the pricing efficiency for the leading cryptocurrency, Bitcoin using spot prices and all CBOE and CME futures contracts traded from January 2018 to March 2019.
Seungho Lee, Nabil El Meslmani, Lorne N. Switzer   +2 more
semanticscholar   +1 more source