A Robust Application of the Arbitrage Pricing Theory: Evidence from Nigeria
, 2017 Oyetayo Oluwatosin J. +1 more
openalex +1 more source
Energy Exploration & ExploitationProbability Matrix, it is necessary to obtain energy options pricing. The paper found the true probabilities of transition from the current state of the market to other states.
Alexey Mikhaylov +4 more
doaj +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 +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
Does investors' site visits improve the capital market pricing efficiency? [PDF]
Heliyon, 2023 Li N +5 more
europepmc +1 more source
The Validity of the Arbitrage Pricing Theory in the Jordanian Stock Market
, 2012 Imad Z. Ramadan
openalex +2 more sources
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns [PDF]
, 1993 Gregory Connor, Robert A. Korajczyk
openalex
Stock Index Spot-Futures Arbitrage Prediction Using Machine Learning Models. [PDF]
Entropy (Basel), 2022 Sheng Y, Ma D.
europepmc +1 more source