Results 271 to 280 of about 3,734 (297)

The Arbitrage Pricing Theory: Some Empirical Results

The Journal of Finance, 1981
THE ACCUMULATION of empirical evidence inconsistent with the simple oneperiod capital asset pricing models of Sharpe (1964), Lintner (1965), and Black (1972) indicates that alternative models of capital market equilibrium deserve investigation. A minimum requirement for any alternative model should be that it explains the empirical anomalies which ...
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International Arbitrage Pricing Theory

The Journal of Finance, 1983
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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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Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios

Econometrics and Statistics, 2023
M Hashem Pesaran, Ron P Smith
exaly  

The Arbitrage Pricing Theory Model

2023
James W. Kolari, Seppo Pynnönen
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Arbitrage pricing theory

2021
Velasquez, Hermilson, CARLOS DANIEL ARANGO RESTREPO   +1 more
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An empirical examination of the Arbitrage Pricing Theory

Japan and the World Economy, 1988
Yasushi Hamao
exaly  

Arbitrage Pricing, Capital Asset Pricing, and Agricultural Assets

American Journal of Agricultural Economics, 1988
Colin A Carter
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 Sun, Daowei Zhang
exaly  

Macroeconomic Forces and Arbitrage Pricing Theory

Journal of Comparative Asian Development, 2017
Jordan French
exaly