Results 21 to 30 of about 855,132 (178)
ANALISIS PERBANDINGAN KEAKURATAN METODE CAPITAL ASSETS PRICING MODEL (CAPM) DAN ARBITRAGE PRICING THEORY (APT) DALAM MEMPREDIKSI RETURN SAHAM (STUDI KASUS SAHAM DI IDX30 PERIODE AGUSTUS 2015 – JULI 2018) [PDF]
, 2020 ABSTRAK Dewi Fitriyani Ariestianingsih, 2020. Analisis Perbandingan Keakuratan Metode Capital Assets Pricing Model (CAPM) Dan Arbitrage Pricing Theory (Apt) Dalam Memprediksi Return Saham (Studi Kasus Saham Di IDX30 Periode Agustus 2015 – Juli 2018).
Ariestianingsih, Dewi Fitriyani
core
Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model [PDF]
, 2020 This paper develops a model that incorporates the presence of stochastic arbitrage explicitly in the Black--Scholes equation. Here, the arbitrage is generated by a stochastic bubble, which generalizes the deterministic arbitrage model obtained in the literature.
arxiv +1 more source
PENGGUNAAN ARBITRAGE PRICING THEORY UNTUK MENGANALISIS RETURN SAHAM SYARIAH
, 2017 Arbitrage Pricing Theory (APT) is one of model that can be used to quantify the risk for investorsin order to produce capital gain.There are two empirical models are used in implement the APT: the factor loading model (FLM) and the macro variable model (
Gusni Gusni, Suskim Riantani
semanticscholar +1 more source
, 2017 Para investor dalam pembelian saham pada dasarnya memiliki tujuan yang sama yaitu mengharapkan pengembalian ( return ) yang maksimal dan risiko seminimal mungkin.
Muhammad Irfan Ibrahim +2 more
semanticscholar +1 more source
Penentuan Return Saham Syariah dengan Arbitrage Pricing Theory (APT) melalui Pendekatan Vector Autoregressive (VAR) [PDF]
, 2023 Arbitrage Pricing Theory (APT) is a pricing model that can be used to determine the expected return of a security. It assumes that there is more than one factor affecting the expected return.
Diyah Miasary, Seftina
core +2 more sources
Arbitrage Opportunities and their Implications to Derivative Hedging [PDF]
, 2005 We explore the role that random arbitrage opportunities play in hedging financial derivatives. We extend the asymptotic pricing theory presented by Fedotov and Panayides [Stochastic arbitrage return and its implication for option pricing, Physica A 345 (2005), 207-217] for the case of hedging a derivative when arbitrage opportunities are present in the
arxiv +1 more source
On the concept of arbitrage and some applications of arbitrage pricing [PDF]
, 2020 This thesis will present the concept of arbitrage and some applications of arbitrage pricing. Arbitrage opportunity means that there is a possibility to make money without any initial investment and without a risk of losing money.
Jarnila, Enni
core
Agribusiness, EarlyView.Abstract Futures markets are critical to price discovery and often dominate spot markets. We analyze the linkages between daily corn futures and spot prices in the United States using dynamic time warping. This nonparametric pattern recognition technique has several advantages over traditional time series methods.
Dragan Miljkovic +2 more
wiley +1 more source
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
The Bitter Taste of Brazil's Temporary Import Ban on Robusta Coffee
Agribusiness, EarlyView.ABSTRACT Brazil, a leading Robusta coffee producer and exporter, faced a significant drought in 2016–2017, which drastically reduced production and depleted stocks. Consequently, Brazil temporarily permitted the import of one million 60‐kg bags of Robusta coffee in the spring 2017. An import ban was imposed shortly afterward due to lobbying by domestic
Hanifi Otgun +2 more
wiley +1 more source