The capital asset pricing model and arbitrage pricing theory on the Johannesburg Stock Exchange
Sinclair Davidson
openalex +1 more source
Stable Linear-Time Optimization in Arbitrage Pricing Theory Models [PDF]
Gordon Ritter
openalex
Hedging irrigated maize crop yields using temperature derivatives in Malawi. [PDF]
Dennis Chirwa PB, Dzupire NC.
europepmc +1 more source
The capital-asset-pricing model and arbitrage pricing theory: a unification. [PDF]
Ali Khan M, Sun Y.
europepmc +1 more source
Low carbon optimization for wind integrated power systems with carbon capture and energy storage under carbon pricing. [PDF]
Meng Q +4 more
europepmc +1 more source
Emerging markets' response to COVID-19: Insights from arbitrages strategies. [PDF]
Jialu W, Zhao L, Li H, Guo X.
europepmc +1 more source
Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models. [PDF]
Cheng S +9 more
europepmc +1 more source
Business decision-making of power generators in competitive electricity market. [PDF]
Shao L +5 more
europepmc +1 more source
Enhanced futures price-spread forecasting based on an attention-driven optimized LSTM network: integrating an improved grey wolf optimizer algorithm for enhanced accuracy. [PDF]
Tang Y, Gao Z, Cai Z, Yu J, Qin P.
europepmc +1 more source

