Results 91 to 100 of about 54,842 (235)

Application of the arbitrage pricing based on Gaussian temporal factor analysis (TFA) for the prediction of cryptocurrency prices

Вісник Харківського національного університету імені В.Н. Каразіна: Серія Економіка
The study demonstrates how the Gaussian TFA model can be applied for cryptocurrency price forecasting. The study considers four approaches of the Extended Normalized Radial Basis Function (ENRBF), namely, the N-Adaptive ENRBF, S-Adaptive ENRBF, ICA-ENRBF
A.D. Gbadebo, L.A. Abdulrauf
doaj   +1 more source

A Robust Application of the Arbitrage Pricing Theory: Evidence from Nigeria

, 2017
Oyetayo Oluwatosin J., Olufemi Patrick Adeyeye   +1 more
openalex   +1 more source

Penerapan Model CAPM dan Arbitrage Pricing Theory dalam Menghitung Return Indeks Saham IDX30

, 2023
Suciana Fratama, Eti Kurniati
openalex   +2 more sources

Cross-sectional Predictability of Indian Stock Returns: A Factor Analytical Approach

Copernican Journal of Finance & Accounting
This article's core objective is to analyze how firm characteristics collectively effect the risk-adjusted returns of Indian stocks. It aims to understand the simultaneous explanatory power of multiple variables that have shown to predict the cross ...
Sanjay Shanbhag, Kamran Quddus
doaj  

Optimal Stock Portfolio Analysis using Mean-Value at Risk (Mean-VaR) under Arbitrage Pricing Theory (APT)

International Journal of Business, Economics, and Social Development
Investing in Sharia-compliant stocks is one of the rapidly growing investment options, making it a potential choice for investors' portfolios. Therefore, investors need to understand how to select an optimal composition of stocks in their portfolio. This
Puspa Dwi Ayu Banowati, Betty Subartini, Sukono Sukono   +2 more
doaj   +1 more source

The evolution of data pricing: From economics to computational intelligence. [PDF]

Heliyon, 2023
Hao J, Deng Z, Li J.
europepmc   +1 more source

Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno

Lecturas de Economía, 2011
Arbitrage pricing theory states that the expected return of an asset portfolio is related to factors characterizing the economy and could be associated to macroeconomic variables.
Werner Kristjanpoller Rodríguez, Mauricio Morales Jure   +1 more
doaj  

PERBANDINGAN RETURN SAHAM LQ45 DI BURSA EFEK INDONESIA DENGAN MENGGUNAKAN CAPITAL ASSET PRICING MODEL (CAPM) DAN ARBITRAGE PRICING THEORY (APT) [PDF]

, 2014
Ogi Jayaprana
openalex  

Structural credit risk model driven by Lévy process under knight uncertainty. [PDF]

Ann Oper Res, 2023
Tang Z, Zhong B, Zhou L, Shen C.
europepmc   +1 more source

An empirical test of the arbitrage pricing theory in the Hong Kong stock market

, 1985
Moon-chuen Yuen
openalex   +1 more source