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Business Ethics, the Environment &Responsibility, Volume 34, Issue 2, Page 581-601, April 2025.Abstract Global supply chains often distribute value inequitably among the Global North and South. This perpetuates poverty and contributes to indecent work in raw material‐producing countries, thus creating challenges to sustainable development. For decades, corporate social responsibility, social entrepreneurship, and sustainable business model ...
Elizabeth A. Bennett, Janina Grabs
wiley +1 more source
Pricing Timberland Assets in the United States by the Arbitrage Pricing Theory
, 2014 Wenjing Yao, B. Mei, M. Clutter
semanticscholar +1 more source
Economic Inquiry, Volume 63, Issue 2, Page 403-423, April 2025.Abstract This paper replicates the study “A Model of Secular Stagnation: Theory and Quantitative Evaluation” by Eggertsson et al. using the Dynare toolkit. Replication is important as it confirms the results of the original article, provides a user‐friendly version using Dynare, and shows how to deal with large‐scale models with occasionally binding ...
Alex Crescentini, Federico Giri
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
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The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
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Macroeconomic Forces and Arbitrage Pricing Theory
, 2017This paper tests five macroeconomic variables that have been both theorized to affect stock returns and been proven to do so in past empirical research.
J. French
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An Empirical Investigation of the Arbitrage Pricing Theory
, 1980Empirical 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
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Arbitrage Pricing Theory in Ergodic Markets
International Journal of Theoretical and Applied Finance, 2017Traditional 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
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Test of the Arbitrage Pricing Theory in the Egyptian Stock Exchange
, 2017Following 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
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