Results 231 to 240 of about 708 (257)

Die Arbitrage Pricing Theory

1995
Die Arbitrage Pricing Theory (APT) wurde von Ross (1976, 1977) als testbare Alternative zum Capital Asset Pricing Model (CAPM) entwickelt und war wiederholt Gegenstand zahlreicher theoretischer4 und empirischer5 Arbeiten. Alle Modellvarianten der APT basieren auf einer Grundannahme: die Renditen riskanter Wertpapiere werden durch einen stochastischen ...
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International Arbitrage Pricing Theory

The Journal of Finance, 1983
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The Arbitrage Pricing Theory Model

2023
James W. Kolari, Seppo Pynnönen
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Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia From Portfolios

Econometrics and Statistics, 2023
Mohammad Hashem Pesaran, Ron Smith
exaly  

An Empirical Examination of the Arbitrage Pricing Theory: Using Japanese Data

Japan and the World Economy, 1988
Yasushi Hamao
exaly  

Arbitrage Pricing, Capital Asset Pricing, and Agricultural Assets

American Journal of Agricultural Economics, 1988
Colin Carter
exaly  

Arbitrage pricing theory

2021
Velasquez, Hermilson, CARLOS DANIEL ARANGO RESTREPO   +1 more
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Macroeconomic Forces and Arbitrage Pricing Theory

Journal of Comparative Asian Development, 2017
Jordan French
exaly  

Assessing the Financial Performance of Forestry-Related Investment Vehicles: Capital Asset Pricing Model vs. Arbitrage Pricing Theory

American Journal of Agricultural Economics, 2001
Changyou “Edwin” Sun, Daowei Zhang
exaly  

Arbitrage pricing theory

The Journal of Portfolio Management, 1991
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