Arbitrage Pricing under Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.3804478 ◽

2021 ◽

Author(s):

Francesco Rocciolo

Keyword(s):

Arbitrage Pricing

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

On Irreversible Investment and Discounting: An Arbitrage Pricing Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1088013 ◽

2008 ◽

Cited By ~ 5

Author(s):

Jacco Thijssen

Keyword(s):

Arbitrage Pricing ◽

Irreversible Investment

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 ◽

Non Linear

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

Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?

The Journal of Business ◽

10.1086/296667 ◽

1995 ◽

Vol 68 (3) ◽

pp. 309 ◽

Cited By ~ 188

Author(s):

Wayne E. Ferson ◽

Robert A. Korajczyk

Keyword(s):

Stock Returns ◽

Arbitrage Pricing ◽

Pricing Models

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 ◽

No Arbitrage

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

Australian Journal of Management ◽

10.1177/031289628601100105 ◽

1986 ◽

Vol 11 (1) ◽

pp. 67-85 ◽

Cited By ~ 2

Author(s):

Bernd P. Luedecke

Keyword(s):

Factor Structure ◽

Arbitrage Pricing

Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model: Iterated Nonlinear Seemingly Unrelated Regression Estimates

Journal of Business and Economic Statistics ◽

10.2307/1391415 ◽

1988 ◽

Vol 6 (1) ◽

pp. 29 ◽

Cited By ~ 54

Author(s):

Marjorie B. McElroy ◽

Edwin Burmeister

Keyword(s):

Regression Model ◽

Multivariate Regression ◽

Seemingly Unrelated Regression ◽

Arbitrage Pricing Theory ◽

Arbitrage Pricing ◽

Multivariate Regression Model ◽

Unrelated Regression ◽

Pricing Theory

The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation*

The Journal of Finance ◽

10.1111/j.1540-6261.1983.tb02261.x ◽

1983 ◽

Vol 38 (2) ◽

pp. 525-537 ◽

Cited By ~ 1

Author(s):

JAMES BICKSLER ◽

EDWIN ELTON ◽

MARTIN GRUBER ◽

JOEL RENTZLER

Keyword(s):

Pricing Model ◽

Arbitrage Pricing

Testing the arbitrage pricing theory in an emerging stock market: the case of Mauritius

Afro-Asian J of Finance and Accounting ◽

10.1504/aajfa.2009.028912 ◽

2009 ◽

Vol 1 (4) ◽

pp. 322

Author(s):

Sunil K. Bundoo

Keyword(s):

Stock Market ◽

Arbitrage Pricing Theory ◽

Arbitrage Pricing ◽

Pricing Theory