Results 151 to 160 of about 111,755 (296)

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
wiley   +1 more source

SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]

Entropy (Basel)
Mao W, Liu P, Huang J.
europepmc   +1 more source

Arbitrage Pricing Theory Applied to the Chilean Stock Market

, 2011
Werner Kristjanpoller, Mauricio Morales
openalex   +1 more source

PENGUJIAN ARBITRAGE PRICING THEORY (APT) SEBAGAI PREDICTOR PENGEMBALIAN SAHAM YANG DIHARAPKAN ( STUDI KASUS PADA INDUSTRI PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA)

, 2013
Fanda D.P. Rundengan, Parengkuan Tommy, Ivonne S. Saerang   +2 more
openalex   +2 more sources

Arbitrage pricing theory in international markets [PDF]

, 2011
Liana Oliveira Bernat
openalex   +1 more source

Order Routing and Market Quality: Who Benefits From Internalization?

Mathematical Finance, EarlyView.
ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley   +1 more source

Factors affecting the maximum outcome payments of social impact bonds. [PDF]

PLoS One
Wang H, Chao N, Chen J, Chen M, Fu T.
europepmc   +1 more source

Gaming the system through temporary housing: Real estate intermediaries and the law in short‐term rental markets

Transactions of the Institute of British Geographers, EarlyView.
Abstract This article contributes empirical and conceptual insights to emerging debates on the regulation of short‐term rentals (STRs) by delving into the socio‐legal foundations of this housing market segment. Drawing on a qualitative study conducted between September 2022 and June 2023 focused on the governance of for‐profit temporary housing (i.e ...
Ifigeneia Dimitrakou
wiley   +1 more source

Dynamic pricing modeling and inventory management in omnichannel retail using Quantum Decision Theory and reinforcement learning. [PDF]

PLoS One
Roosta S, Sadjadi SJ, Makui A.
europepmc   +1 more source

Does it reasonable to include grid-side energy storage costs in transmission and distribution tariffs? Benefit evaluation based on economic externality. [PDF]

Heliyon, 2023
Huang S, Ye Z, Huang Y.
europepmc   +1 more source