Results 191 to 200 of about 111,755 (296)

Perbandingan keakuratan capital asset pricing model (CAPM) dan arbitrage pricing theory (APT) dalam memprediksi return saham yang aktif diperdagangkan dan listing di PT. Bursa Efek Indonesia (BEI) dan di Singapore Stock Exchange periode 2001-2006

, 2008
Delly
openalex   +1 more source

Hedging irrigated maize crop yields using temperature derivatives in Malawi. [PDF]

Heliyon
Dennis Chirwa PB, Dzupire NC.
europepmc   +1 more source

Stable Linear-Time Optimization in Arbitrage Pricing Theory Models [PDF]

, 2016
Gordon Ritter
openalex  

Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs. [PDF]

PLoS One
Jung NH, Oh T.
europepmc   +1 more source

Dynamic factor analysis of carbon allowances prices: From classic Arbitrage Pricing Theory to Switching Regimes

, 2010
Marius‐Cristian Frunza, Dominique Guégan, Antonin Lassoudière   +2 more
openalex   +1 more source

Low carbon optimization for wind integrated power systems with carbon capture and energy storage under carbon pricing. [PDF]

Sci Rep
Meng Q, He Y, Hussain S, Lu J, Guerrero JM.   +4 more
europepmc   +1 more source

Emerging markets' response to COVID-19: Insights from arbitrages strategies. [PDF]

Heliyon
Jialu W, Zhao L, Li H, Guo X.
europepmc   +1 more source

Tests of the Arbitrage Pricing Theory using macroeconomic variables in the Russian equity market

, 2006
Mauri I. Paavola
openalex   +1 more source

Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models. [PDF]

PLoS One
Cheng S, Qin P, Lu B, Yu J, Tang Y, Zeng Z, Tu S, Qi H, Ye B, Cai Z.   +9 more
europepmc   +1 more source

COMPARATIVE ANALYSIS OF ACCURACY BETWEEN CAPITAL ASSET PRICING MODEL (CAPM) AND ARBITRAGE PRICING THEORY (APT) IN PREDICTING STOCK RETURN (CASE STUDY: MANUFACTURING COMPANIES LISTED ON THE INDONESIA STOCK EXCHANGE FOR THE 2015-2018 PERIOD)

, 2020
Try Try Wahyuny, Tri Gunarsih
openalex   +1 more source