Results 61 to 70 of about 54,368 (195)
A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints [PDF]
This paper presents a unified framework for examining the general equilibrium effects of transactions costs and trading constraints on security market trades and prices.
Edwin Neave, Frank Milne
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Infinitely many securities and the fundamental theorem of asset pricing [PDF]
, 2004 Several authors have pointed out the possible absence of martingale measures for static arbitrage-free markets with an infinite number of available securities.
Balbás, Alejandro, Downarowicz, Anna
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Asset Pricing - A Brief Review [PDF]
I first introduce the early-stage and modern classical asset pricing and portfolio theories. These include: the capital asset pricing model (CAPM), the arbitrage pricing theory (APT), the consumption capital asset pricing model (CCAPM), the intertemporal
Li, Minqiang
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A general equilibrium financial asset economy with transaction costs and trading constraints [PDF]
, 2003 This paper presents a unified framework for examining the general equilibrium effects of transactions costs and trading constraints on security market trades and prices.
Milne, Frank, Neave, Edwin
core
Growth Optimal Investment and Pricing of Derivatives
, 1999 We introduce a criterion how to price derivatives in incomplete markets, based on the theory of growth optimal strategy in repeated multiplicative games.
Angelo Vulpiani +41 more
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Jurnal Keuangan dan Perbankan, 2017 Investing in the stock market is one option for investors. Investment in ordinary shares was classified as longterminvestments to be able to provide added value and the risk for fixed income.
Mathius Tandiontong, Rusdin Rusdin
doaj
Programação dinâmica aplicada a finanças
Production, 1997 Este artigo mostra a aplicação da programação dinâmica estocástica e o seu uso em Finanças. Um dos objetivos mais usuais da teoria financeira é determinar a trajetória ou caminho ótimo para determinada variável.
Tara Keshar Nanda Baídya +1 more
doaj +1 more source
Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]
PLoS One, 2023 Wu Q, Kuang X, Wu B, Xu X.
europepmc +1 more source
Perbandingan Keakuratan Capital Assets Pricing Model (Capm) Dan Arbitrage Pricing Theory (Apt) Dalam Menentukan Pilihan Berinvestasi Pada Saham Jakarta Islamic Index (JII) [PDF]
, 2018 The formulation of the problem in this study was how the accuracy of the Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) in Determining the Choice of Investing in the Jakarta Islamic Index (JII).
Safitri, E. (Ervita) +2 more
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On the mean-standard deviation frontier [PDF]
This paper presents a characterization of the mean standard deviation frontier (MSF) in terms of pricing and averaging securities and explores the geometry of these securities relative to the geometry of the MSF.
Eneas A. Caldiño
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