Results 111 to 120 of about 107,784 (157)

Vulnerability Analysis Method Based on Network and Copula Entropy. [PDF]

Entropy (Basel)
Chen M, Liu J, Zhang N, Zheng Y.
europepmc   +1 more source

Investors reward countries for participating in climate agreements. [PDF]

Nat Commun
Saxena K, Singh M.
europepmc   +1 more source

Optimal configuration method of demand-side flexible resources for enhancing renewable energy integration. [PDF]

Sci Rep
Fu Y, Bai H, Cai Y, Yang W, Li Y.
europepmc   +1 more source

Equilibrium bifurcation and extreme risk in the EU carbon futures market. [PDF]

Heliyon
Mi J, Yang X, Li J, Yang Z.
europepmc   +1 more source

Period-aggregated transformer for learning latent seasonalities in long-horizon financial time series. [PDF]

PLoS One
Tang Z, Huang J, Rinprasertmeechai D.
europepmc   +1 more source

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An Empirical Investigation of the Arbitrage Pricing Theory

, 1980
Empirical tests are reported for Ross' [48] arbitrage theory of asset pricing. Using data for individual equities during the 1962–72 period, at least three and probably four priced factors are found in the generating process of returns.
Richard Roll, S. Ross
semanticscholar   +1 more source

Arbitrage Pricing Theory in Ergodic Markets

International Journal of Theoretical and Applied Finance, 2017
Traditional approaches to Arbitrage Pricing Theory (APT) propose a factor model, but empirical applications of APT are, nowadays, based on seemingly unrelated regression. I drop the factor model and assume only that the market is ergodic. This enables me
Gabriel Frahm
semanticscholar   +1 more source

Test of the Arbitrage Pricing Theory in the Egyptian Stock Exchange

, 2017
Following the introduction of the Arbitrage Pricing Theory (APT) to the literature by Steven Ross in December 1976, a huge number of empirical studies were carried out aiming to test the Arbitrage Pricing Theory and to explain the relationship between ...
Khairy Elgiziry, M. Awad
semanticscholar   +1 more source

An extensile method on the arbitrage pricing theory based on downside risk (D-APT)

, 2014
Purpose - – The purpose of this paper is to propose a new and improved version of arbitrage pricing theory (APT), namely, downside APT (D-APT) using the concepts of factors’ downside beta and semi-variance.
Mohammad Reza Tavakoli Baghdadabad, Paskalis Glabadanidis   +1 more
semanticscholar   +1 more source