scholarly journals Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios

2021 ◽  
Author(s):  
M. Hashem Pesaran ◽  
Ron P. Smith
Keyword(s):  
Risk Premia ◽  
Discount Factor ◽  
Stochastic Discount Factor ◽  
Arbitrage Pricing Theory ◽  
Arbitrage Pricing ◽  
Pricing Theory ◽  
Estimation Of Risk

ARBITRAGE PRICING THEORY: THE SOURCES OF RISK PREMIA ON BANK HOLDING COMPANY STOCK

1986 ◽  
Vol 21 (3) ◽  
pp. 34-34
Author(s):  
Duane Graddy ◽  
Ghassem Homaifar ◽  
Adi Karna
Keyword(s):  
Risk Premia ◽  
Arbitrage Pricing Theory ◽  
Arbitrage Pricing ◽  
Bank Holding Company ◽  
Company Stock ◽  
Holding Company ◽  
Pricing Theory

Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory

1988 ◽  
Vol 43 (3) ◽  
pp. 721-733 ◽  
Author(s):  
EDWIN BURMEISTER ◽  
MARJORIE B. McELROY
Keyword(s):  
Risk Premia ◽  
Joint Estimation ◽  
Arbitrage Pricing Theory ◽  
Arbitrage Pricing ◽  
Pricing Theory

The Arbitrage Pricing Theory and Foreign Exchange Risk Premia

1993 ◽  
Vol 19 (3/4) ◽  
pp. 40-67 ◽  
Author(s):  
Lee Sarver ◽  
George C. Philippatos
Keyword(s):  
Foreign Exchange ◽  
Risk Premia ◽  
Arbitrage Pricing Theory ◽  
Arbitrage Pricing ◽  
Foreign Exchange Risk ◽  
Exchange Risk ◽  
Pricing Theory

Interpreting the factor risk premia in the arbitrage pricing theory

1985 ◽  
Vol 35 (1) ◽  
pp. 191-195 ◽  
Author(s):  
Anat R Admati ◽  
Paul Pfleiderer
Keyword(s):  
Risk Premia ◽  
Arbitrage Pricing Theory ◽  
Arbitrage Pricing ◽  
Pricing Theory

International arbitrage pricing theory: Relating risk premia

1997 ◽  
Vol 6 (1) ◽  
pp. 13-20 ◽  
Author(s):  
Dana R. Clyman
Keyword(s):  
Risk Premia ◽  
Arbitrage Pricing Theory ◽  
Arbitrage Pricing ◽  
Pricing Theory
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