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Arbitrage pricing theory (APT): uma aplicação na Bolsa de Valores de São Paulo
, 1999 Maria Angélica Cristino Lencione
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Factor-GAN: Enhancing stock price prediction and factor investment with Generative Adversarial Networks. [PDF]
PLoS OneWang J, Chen Z.
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Perception and Prediction of Factors Influencing Carbon Price: Multisource, Spatiotemporal, Hierarchical Federated Learning Framework with Cross-Modal Feature Fusion. [PDF]
Sensors (Basel)Wang P, Zhou X.
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Some empirical tests on the arbitrage pricing theory : a portfolio approach
, 1988 Sooyul Lee
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2008
Focusing on capital asset returns governed by a factor structure, the Arbitrage Pricing Theory (APT) is a one-period model, in which preclusion of arbitrage over static portfolios of these assets leads to a linear relation between the expected return and its covariance with the factors.
Gur Huberman, Zhenyu Wang
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Focusing on capital asset returns governed by a factor structure, the Arbitrage Pricing Theory (APT) is a one-period model, in which preclusion of arbitrage over static portfolios of these assets leads to a linear relation between the expected return and its covariance with the factors.
Gur Huberman, Zhenyu Wang
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The Arbitrage Pricing Theory and Supershares
The Journal of Finance, 1989ABSTRACTIn a single‐period model with options on the market portfolio, linear factor pricing holds if and only if the variance of the market conditional on the factors is zero. There is no need for factors other than nonlinear functions of the market.
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On the arbitrage pricing theory
Economic Theory, 1991zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gilles, Christian, LeRoy, Stephen F.
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