Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno
Arbitrage pricing theory states that the expected return of an asset portfolio is related to factors characterizing the economy and could be associated to macroeconomic variables.
Werner Kristjanpoller Rodríguez+1 more
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Human capital-based four-factor asset pricing model: An empirical study from Pakistan. [PDF]
Khan N, Zada H, Ahmed S, Shah FA, Jan S.
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Editorial for special issue on advances in Actuarial Science and quantitative finance. [PDF]
Feng R+3 more
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Research on nash game model for user side shared energy storage pricing. [PDF]
Qian W, Chen C, Gong L, Zhang W.
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Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]
Nowak P, Gatarek D.
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Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]
Rebentrost P+4 more
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Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]
Sarathkumar TV+5 more
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Pricing of futures Bitcoin price under fractional volatility
boughabi h, qalli ye.
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Conditional autoencoder asset pricing models for the Korean stock market. [PDF]
Kim E, Cho T, Koo B, Kang HG.
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Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Kumar S, Wilmott CM.
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