Results 121 to 130 of about 54,368 (195)

THE REQUIRED RATE OF RETURN FOR PUBLICLY HELD AGRICULTURAL EQUITY: AN ARBITRAGE PRICING THEORY APPROACH [PDF]

, 2019
Collins, Robert A., Collins, Robert A.
openalex   +1 more source

A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]

Heliyon
Liu J, Zhou L, Yu H.
europepmc   +1 more source

IS ARBITRAGE PRICING THEORY IS A FAIRY TALE ?: THE EVIDENCE FROM INDONESIA WITH ORDINARY LEAST SQUARE ESTIMATION

, 2018
Faizal Reza, Adisthy Shabrina Nurqamarani, Danna Solihin
openalex   +2 more sources

Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]

PLoS One
Khan S, Shoaib A, Aftab R, Yasir M, Saeed MB.   +4 more
europepmc   +1 more source

The Empirical Foundations of the Arbitrage Pricing Theory II: The Optimal Construction of Basis Portfolios

, 1985
Bruce Lehmann, David Modest
openalex   +1 more source

What (If Anything) is Wrong with High-Frequency Trading? [PDF]

J Bus Ethics, 2023
Mildenberger CD.
europepmc   +1 more source

A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims. [PDF]

R Soc Open Sci
Carr P, Cirillo P, Cirillo P.
europepmc   +1 more source

A hype-adjusted probability measure for NLP stock return forecasting. [PDF]

Front Artif Intell
Cao Z, Geman H.
europepmc   +1 more source

Conditional autoencoder asset pricing models for the Korean stock market. [PDF]

PLoS One, 2023
Kim E, Cho T, Koo B, Kang HG.
europepmc   +1 more source

PENGARUH VARIABEL MAKROEKONOMI TERHAPAP PENAKSIRAN RETURN SAHAM DAN RISIKO MENGGUNAKAN MODEL ARBITRAGE PRICING THEORY [PDF]

, 2016
Hani Aghnia Rahmani
openalex