On Irreversible Investment and Discounting: An Arbitrage Pricing Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1088013 ◽

2008 ◽

Author(s):

Jacco Thijssen

Keyword(s):

Arbitrage Pricing ◽

Irreversible Investment

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Irreversible investment and discounting: an arbitrage pricing approach

Annals of Finance ◽

10.1007/s10436-008-0108-4 ◽

2008 ◽

Vol 6 (3) ◽

pp. 295-315 ◽

Author(s):

Jacco J. J. Thijssen

Keyword(s):

Arbitrage Pricing ◽

Irreversible Investment

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Transition to Clean Capital, Irreversible Investment and Stranded Assets

10.1596/1813-9450-6859 ◽

2014 ◽

Author(s):

Julie Rozenberg ◽

Adrien Vogt-Schilb ◽

Stephane Hallegatte

Keyword(s):

Irreversible Investment

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Analyzing the possibility to apply the arbitrage pricing theory in the Russian stock market

Financial Analytics Science and Experience ◽

10.24891/fa.12.3.269 ◽

2019 ◽

Vol 12 (3) ◽

pp. 269-283

Author(s):

M.S. Mikhailusov ◽

Keyword(s):

Stock Market ◽

Arbitrage Pricing Theory ◽

Arbitrage Pricing ◽

Pricing Theory ◽

Russian Stock Market

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Arbitrage Pricing of Weather Derivatives and the Stochastic Process for the Expectation of Non-Linear Weather Indices

SSRN Electronic Journal ◽

10.2139/ssrn.593317 ◽

2004 ◽

Author(s):

Stephen Jewson

Keyword(s):

Stochastic Process ◽

Weather Derivatives ◽

Arbitrage Pricing ◽

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Irreversible Investment, Real Activity and the Value Premium

SSRN Electronic Journal ◽

10.2139/ssrn.685201 ◽

2005 ◽

Author(s):

Ilan Cooper ◽

Guojun Wu ◽

Bruno Gerard

Keyword(s):

Value Premium ◽

Irreversible Investment ◽

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Application of the Arbitrage Pricing Model in Predicting Stock Prices at the Nairobi Stock Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.843224 ◽

2003 ◽

Author(s):

William Ambaka Akwimbi

Keyword(s):

Stock Prices ◽

Stock Exchange ◽

Pricing Model ◽

Arbitrage Pricing

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Real Estate and the Economy: Aggregate Implications of Irreversible Investment

SSRN Electronic Journal ◽

10.2139/ssrn.976411 ◽

2007 ◽

Author(s):

Robert Novy-Marx

Keyword(s):

Real Estate ◽

Irreversible Investment

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Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?

The Journal of Business ◽

10.1086/296667 ◽

1995 ◽

Vol 68 (3) ◽

pp. 309 ◽

Author(s):

Wayne E. Ferson ◽

Robert A. Korajczyk

Keyword(s):

Stock Returns ◽

Arbitrage Pricing ◽

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No-Arbitrage pricing of GDP-Linked bonds

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2021.106075 ◽

2021 ◽

Vol 126 ◽

pp. 106075

Author(s):

Fernando Eguren Martin ◽

Andrew Meldrum ◽

Wen Yan

Keyword(s):

Arbitrage Pricing ◽

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Arbitrage Pricing, Factor Structure, Eigenvectors and all That—An Exposition

Australian Journal of Management ◽

10.1177/031289628601100105 ◽

1986 ◽

Vol 11 (1) ◽

pp. 67-85 ◽

Author(s):

Bernd P. Luedecke

Keyword(s):

Factor Structure ◽

Arbitrage Pricing

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