Results 71 to 80 of about 55,509 (274)
Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization
, 2019 We introduce a regularization approach to arbitrage-free factor-model selection. The considered model selection problem seeks to learn the closest arbitrage-free HJM-type model to any prespecified factor-model.
Hyndman, Cody B., Kratsios, Anastasis
core +1 more source
Sustainable Development, EarlyView.ABSTRACT This study investigates stakeholder perspectives on mobilising private‐sector finance for climate adaptation in Southeast Asia, emphasising Hong Kong's role as a financial intermediary. Through semi‐structured interviews with diverse stakeholders, including practitioners, policymakers, insurers, and project developers, we employed a grounded ...
Laurence L. Delina +4 more
wiley +1 more source
Arbitrage-Free Smoothing of the Implied Volatility Surface [PDF]
The pricing accuracy and pricing performance of local volatility models crucially depends on absence of arbitrage in the implied volatility surface: an input implied volatility surface that is not arbitrage-free invariably results in negative transition ...
Matthias R. Fengler
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Virtual Arbitrage Pricing Theory [PDF]
, 1999 We generalize the Arbitrage Pricing Theory (APT) to include the contribution of virtual arbitrage opportunities. We model the arbitrage return by a stochastic process. The latter is incorporated in the APT framework to calculate the correction to the APT due to the virtual arbitrage opportunities.
openaire +3 more sources
Fair Markets and Resilient Supply Chains: Designing Sustainable Intermediation for Rural Communities
Sustainable Development, EarlyView.ABSTRACT Agriculture in Ecuador's communes faces significant economic, social, and environmental challenges, intensified by supply chains dominated by traditional intermediaries. The lack of context‐specific sustainability studies further increases the vulnerability of smallholders.
Jacqueline del Rocío Bacilio Bejeguen +3 more
wiley +1 more source
Testing APT Model upon a BVB Stocks’ Portfolio [PDF]
Informatică economică, 2011 Applying the Arbitrage Pricing Theory model (APT), there can be identified the major factors of influence for a BVB’ portfolio stocks' trend. There were taken into consideration two of the APT theory models, establishing influences upon portfolio's yield:
Alexandra BONTAŞ, Ioan ODAGESCU
doaj
APMBA (Asia Pacific Management and Business Application), 2015 For decades, there were many models explaining the returns earned emerged in order to fulfil the curiosity had by human. Since then, various studies and empirical findings in many countries’ stock market showedthat the empirical findings of market return
Leo Julianto
doaj +1 more source
Resource redeployment as an entry advantage in resource‐poor settings
Strategic Management Journal, EarlyView.Abstract Research Summary Scarcity of productive factors poses a challenge for firms entering underdeveloped regions. We theorize that incumbent firms can overcome scarcity of skilled human capital in local labor markets by redeploying workers from existing units.
Jasmina Chauvin +2 more
wiley +1 more source
Arbitrage pricing theory: Evidence from an emerging stock market
Journal of International Economics and Management, 2013 Employing the data for the period before the Asian Financial Crisis 1997-1998, between Jan 1987 and Dec 1996 under the light of the methodology proposed by Fama and McBeth (1973), the research investigates the relationship between the stock returns in ...
Dinh Tho Nguyen
doaj
The Arbitrage Pricing Theorem with Incomplete Preferences [PDF]
This paper proves existence of equilibrium and the arbitrage pricing theorem for an asset exchange economy, where the individual's preferences may be incomplete or intransitive.
David Kelsey, Erkan Yalcin
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