Results 141 to 150 of about 107,784 (157)

Using the Capital Asset Pricing Model and Arbitrage Pricing Theory in Capital Budgeting

, 2013
S. Young, Samir Saadi, H. Baker, Philip English   +3 more
semanticscholar   +1 more source

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

Mathematical Finance, 2006
Paolo Guasoni
exaly  

Exchange risk and universal returns: A test of international arbitrage pricing theory ☆

, 2012
W. Armstrong, J. Knif, J. Kolari, S. Pynnönen   +3 more
semanticscholar   +1 more source

On the Robustness of the Roll and Ross Arbitrage Pricing Theory

Journal of Financial and Quantitative Analysis, 1984
D. Cho, E. Elton, M. Gruber
semanticscholar   +1 more source

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Journal of Finance, 2015
Jianfeng Yu
exaly  

NO‐ARBITRAGE IN A NUMÉRAIRE‐INDEPENDENT MODELING FRAMEWORK

Mathematical Finance, 2017
Martin Herdegen
exaly  

Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs

Mathematical Finance, 2002
Xiaotie Deng
exaly  

Epistemic arbitrage: Transnational professional knowledge in action

Journal of Professions and Organization, 2014
Leonard Seabrooke
exaly  

Testing market efficiency using statistical arbitrage with applications to momentum and value strategies

Journal of Financial Economics, 2004
Melvyn Teo, Mitch Warachka
exaly  

Arbitrage and the Evaluation of Linear Factor Models in UK Stock Returns

Financial Review, 2010
Jonathan Fletcher
exaly