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There are 14056 results for: content related to: No Arbitrage and Arbitrage Pricing: A New Approach

  1. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  2. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 369–403, Robert F. Dittmar

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00425

  3. An intraday test of pricing and arbitrage opportunities in the New Zealand bank bill futures market

    Journal of Futures Markets

    Volume 22, Issue 6, June 2002, Pages: 519–555, Russell Poskitt

    Article first published online : 3 APR 2002, DOI: 10.1002/fut.10022

  4. Approximating the Asset Pricing Kernel

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1383–1410, DAVID A. CHAPMAN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01114.x

  5. On the Number of Factors in the Arbitrage Pricing Model

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 347–368, CHARLES TRZCINKA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05041.x

  6. HOMOGENEOUS BELIEFS, COMMON KNOWLEDGE BELIEFS, AND ARBITRAGE PRICING

    Financial Review

    Volume 21, Issue 3, August 1986, Page: 37, Michael A. Guth and George C. Philippatos

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1986.tb00701.x

  7. Mimicking Portfolios and Exact Arbitrage Pricing

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 1–9, GUR HUBERMAN, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02546.x

  8. The Relationship between Arbitrage and First Order Stochastic Dominance

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 915–921, ROBERT JARROW

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04556.x

  9. Using the Capital Asset Pricing Model and Arbitrage Pricing Theory in Capital Budgeting

    Capital Budgeting Valuation: Financial Analysis for Today's Investment Projects

    S. David Young, Samir Saadi, Pages: 363–380, 2013

    Published Online : 23 MAY 2013, DOI: 10.1002/9781118258422.ch19

  10. Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1143–1166, ROBERT M. DAMMON and RICHARD C. GREEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04358.x

  11. Exact Arbitrage Pricing and the Minimum-Variance Frontier

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 327–338, JONATHAN TIEMANN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03942.x

  12. The Heritage of International Finance

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 13, Issue 2, June 1996, Pages: 163–181, John J. Schmitz

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1996.tb00112.x

  13. Risk Aversion and Arbitrage

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 257–268, RICHARD C. GREEN and SANJAY SRIVASTAVA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04948.x

  14. Arbitrage Pricing: Finite-State Models

    Chapter

    Encyclopedia of Financial Models

    Sergio M. Focardi and Frank J. Fabozzi

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0009

  15. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  16. CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS

    Mathematical Finance

    Takuji Arai and Masaaki Fukasawa

    Article first published online : 11 FEB 2013, DOI: 10.1111/mafi.12020

  17. On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 549–573, Eric Ghysels

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.224803

  18. The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS

    Journal of Futures Markets

    Volume 28, Issue 12, December 2008, Pages: 1182–1205, Nivine Richie, Robert T. Daigler and Kimberly C. Gleason

    Article first published online : 17 OCT 2008, DOI: 10.1002/fut.20365

  19. The Arbitrage Pricing Theory: Is it Testable?

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1129–1140, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03607.x

  20. Land of addicts? an empirical investigation of habit-based asset pricing models

    Journal of Applied Econometrics

    Volume 24, Issue 7, November/December 2009, Pages: 1057–1093, Xiaohong Chen and Sydney C. Ludvigson

    Article first published online : 11 AUG 2009, DOI: 10.1002/jae.1091