Results 301 to 310 of about 173,527 (356)

Recent Models: Arbitrage Pricing Theory

1991
The CAPM discussed in Chapter 4 was an attempt to put some substance on the generally accepted notion that risk was important in determining the required rate of return for a firm. Roll and Ross suggest that the appeal of the CAPM is strong because …it is compatible with the single most widely-acknowledged empirical regularity in asset returns, their
openaire   +1 more source

An Empirical Investigation of the Arbitrage Pricing Theory

, 1980
Richard Roll, S. Ross
semanticscholar   +1 more source

Arbitrage pricing theory

2021
Velasquez, Hermilson, CARLOS DANIEL ARANGO RESTREPO   +1 more
openaire   +3 more sources

International Arbitrage Pricing Theory

The Journal of Finance, 1983
openaire   +1 more source

The Arbitrage Pricing Theory Model

2023
James W. Kolari, Seppo Pynnönen
openaire   +1 more source

Test of the Arbitrage Pricing Theory in the Egyptian Stock Exchange

, 2017
Khairy Elgiziry, M. Awad
semanticscholar   +1 more source

International Arbitrage Pricing Theory: Discussion

The Journal of Finance, 1983
Allan W. Kleidon, Paul Pfleiderer
openaire   +1 more source

A Test of the Arbitrage Pricing Theory in the Bombay Stock Market

, 2015
Ashutosh Verma, C. Kumar
semanticscholar   +1 more source

Dynamic Asset Pricing Theory

, 1992
D. Duffie
semanticscholar   +1 more source

Arbitrage pricing theory

The Journal of Portfolio Management, 1991
openaire   +1 more source