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You searched for subject:(Non arbitrage pricing theory). Showing records 1 – 30 of 89200 total matches.

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1. Bernat, Liana Oliveira. Arbitrage pricing theory in international markets.

Degree: Mestrado, Teoria Econômica, 2011, University of São Paulo

This dissertation studies the impact of multiple pre-specified sources of risk in the return of three non-overlapping groups of countries, through an Arbitrage Pricing Theory(more)

Subjects/Keywords: Arbitrage pricing theory; Asset pricing models; Econometria; Economia; Finanças internacionais; Risk factors

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Bernat, L. O. (2011). Arbitrage pricing theory in international markets. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12138/tde-01122011-203538/ ;

Chicago Manual of Style (16th Edition):

Bernat, Liana Oliveira. “Arbitrage pricing theory in international markets.” 2011. Masters Thesis, University of São Paulo. Accessed October 20, 2020. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-01122011-203538/ ;.

MLA Handbook (7th Edition):

Bernat, Liana Oliveira. “Arbitrage pricing theory in international markets.” 2011. Web. 20 Oct 2020.

Vancouver:

Bernat LO. Arbitrage pricing theory in international markets. [Internet] [Masters thesis]. University of São Paulo; 2011. [cited 2020 Oct 20]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-01122011-203538/ ;.

Council of Science Editors:

Bernat LO. Arbitrage pricing theory in international markets. [Masters Thesis]. University of São Paulo; 2011. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-01122011-203538/ ;


Virginia Tech

2. Morales, Roberto Antonio. Measuring the risk of investment in Latin America's emerging markets.

Degree: MA, Economics, 1999, Virginia Tech

 This paper uses a multi-factor Arbitrage Pricing model to measure the systematic risks of U.S. Foreign Direct Investments (FDI) in the largest emerging markets of… (more)

Subjects/Keywords: risk; Arbitrage pricing theory

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APA (6th Edition):

Morales, R. A. (1999). Measuring the risk of investment in Latin America's emerging markets. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/43467

Chicago Manual of Style (16th Edition):

Morales, Roberto Antonio. “Measuring the risk of investment in Latin America's emerging markets.” 1999. Masters Thesis, Virginia Tech. Accessed October 20, 2020. http://hdl.handle.net/10919/43467.

MLA Handbook (7th Edition):

Morales, Roberto Antonio. “Measuring the risk of investment in Latin America's emerging markets.” 1999. Web. 20 Oct 2020.

Vancouver:

Morales RA. Measuring the risk of investment in Latin America's emerging markets. [Internet] [Masters thesis]. Virginia Tech; 1999. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/10919/43467.

Council of Science Editors:

Morales RA. Measuring the risk of investment in Latin America's emerging markets. [Masters Thesis]. Virginia Tech; 1999. Available from: http://hdl.handle.net/10919/43467

3. Tran, Quoc-Tran. Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction.

Degree: Docteur es, Mathématiques et informatique appliquées aux sciences sociales (miass), 2014, Paris 9

Cette thèse traite plusieurs problèmes qui se posent pour les marchés financiers avec coûts de transaction et se compose de quatre parties.On commence, dans la… (more)

Subjects/Keywords: Coûts de transaction; Couverture approximative; Sur-réplication; Consommation-investissement optimale; Maximisation de l’utilité; Contrainte de risque; Transactionc costs; Approximate hedging; Super-replication; Non arbitrage pricing theory; Optimal consumption-investment; Utility maximization; Expected loss constraint.; 519

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APA (6th Edition):

Tran, Q. (2014). Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction. (Doctoral Dissertation). Paris 9. Retrieved from http://www.theses.fr/2014PA090036

Chicago Manual of Style (16th Edition):

Tran, Quoc-Tran. “Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction.” 2014. Doctoral Dissertation, Paris 9. Accessed October 20, 2020. http://www.theses.fr/2014PA090036.

MLA Handbook (7th Edition):

Tran, Quoc-Tran. “Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction.” 2014. Web. 20 Oct 2020.

Vancouver:

Tran Q. Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction. [Internet] [Doctoral dissertation]. Paris 9; 2014. [cited 2020 Oct 20]. Available from: http://www.theses.fr/2014PA090036.

Council of Science Editors:

Tran Q. Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction. [Doctoral Dissertation]. Paris 9; 2014. Available from: http://www.theses.fr/2014PA090036


University of Georgia

4. Kim, Jihyeon. Model comparison with squared sharpe ratios of mimicking portfolios.

Degree: 2018, University of Georgia

 There are various asset pricing models proposed in the field of finance by using different traded and non-traded factors. In this paper, a variety of… (more)

Subjects/Keywords: Asset pricing; Sharpe ratio; Portfolio theory; Mimicking portfolio; Non-traded factor

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APA (6th Edition):

Kim, J. (2018). Model comparison with squared sharpe ratios of mimicking portfolios. (Thesis). University of Georgia. Retrieved from http://hdl.handle.net/10724/38409

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kim, Jihyeon. “Model comparison with squared sharpe ratios of mimicking portfolios.” 2018. Thesis, University of Georgia. Accessed October 20, 2020. http://hdl.handle.net/10724/38409.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kim, Jihyeon. “Model comparison with squared sharpe ratios of mimicking portfolios.” 2018. Web. 20 Oct 2020.

Vancouver:

Kim J. Model comparison with squared sharpe ratios of mimicking portfolios. [Internet] [Thesis]. University of Georgia; 2018. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/10724/38409.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kim J. Model comparison with squared sharpe ratios of mimicking portfolios. [Thesis]. University of Georgia; 2018. Available from: http://hdl.handle.net/10724/38409

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Texas

5. Jordan-Wagner, James M. (James Michael). Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market.

Degree: 1988, University of North Texas

 Monthly returns on twenty-seven Eurobonds from July 1982 to June 1986 were examined. There were no consistent differences in returns based on the country in… (more)

Subjects/Keywords: Investments  – Mathematical models.; Arbitrage.; Capital assets pricing model.; Euro-bond market.; arbitrage; pricing theory; Eurobonds; capital asset priciing model

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APA (6th Edition):

Jordan-Wagner, J. M. (. M. (1988). Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc330578/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jordan-Wagner, James M (James Michael). “Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market.” 1988. Thesis, University of North Texas. Accessed October 20, 2020. https://digital.library.unt.edu/ark:/67531/metadc330578/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jordan-Wagner, James M (James Michael). “Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market.” 1988. Web. 20 Oct 2020.

Vancouver:

Jordan-Wagner JM(M. Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market. [Internet] [Thesis]. University of North Texas; 1988. [cited 2020 Oct 20]. Available from: https://digital.library.unt.edu/ark:/67531/metadc330578/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jordan-Wagner JM(M. Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market. [Thesis]. University of North Texas; 1988. Available from: https://digital.library.unt.edu/ark:/67531/metadc330578/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Stellenbosch University

6. El Ghandour, Laila. Liquidity risk and no arbitrage.

Degree: MSc, Mathematical Sciences, 2013, Stellenbosch University

ENGLISH ABSTRACT: In modern theory of finance, the so-called First and Second Fundamental Theorems of Asset Pricing play an important role in pricing options with… (more)

Subjects/Keywords: Mathematics; Capital assets pricing model; Arbitrage; Pricing; Liquidity (Economics)

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APA (6th Edition):

El Ghandour, L. (2013). Liquidity risk and no arbitrage. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/79975

Chicago Manual of Style (16th Edition):

El Ghandour, Laila. “Liquidity risk and no arbitrage.” 2013. Masters Thesis, Stellenbosch University. Accessed October 20, 2020. http://hdl.handle.net/10019.1/79975.

MLA Handbook (7th Edition):

El Ghandour, Laila. “Liquidity risk and no arbitrage.” 2013. Web. 20 Oct 2020.

Vancouver:

El Ghandour L. Liquidity risk and no arbitrage. [Internet] [Masters thesis]. Stellenbosch University; 2013. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/10019.1/79975.

Council of Science Editors:

El Ghandour L. Liquidity risk and no arbitrage. [Masters Thesis]. Stellenbosch University; 2013. Available from: http://hdl.handle.net/10019.1/79975

7. Baptiste, Julien. Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies.

Degree: Docteur es, Mathématiques, 2018, Paris Sciences et Lettres

Le but de cette thèse CIFRE est de construire un portefeuille de stratégies de trading algorithmique intraday. Au lieu de considérer les prix comme une… (more)

Subjects/Keywords: Pricing; Modèles de marchés financiers; Coûts de transaction; Stratégies de trading; Options européennes; Apprentissage automatique; Apprentissage supervisé; Conditions de non-arbitrage; Equations aux dérivées partielles; Modèle Binomial; Prix de sur-réplication; Trading algorithmique; Pricing; Financial market models; European options; Algorithmic Trading; Binomial tree model; Diffusion partial differential equations; Machine learning; No-arbitrage condition; Option pricing; Super-hedging prices; Supervised learning; 519

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APA (6th Edition):

Baptiste, J. (2018). Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies. (Doctoral Dissertation). Paris Sciences et Lettres. Retrieved from http://www.theses.fr/2018PSLED009

Chicago Manual of Style (16th Edition):

Baptiste, Julien. “Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies.” 2018. Doctoral Dissertation, Paris Sciences et Lettres. Accessed October 20, 2020. http://www.theses.fr/2018PSLED009.

MLA Handbook (7th Edition):

Baptiste, Julien. “Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies.” 2018. Web. 20 Oct 2020.

Vancouver:

Baptiste J. Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres; 2018. [cited 2020 Oct 20]. Available from: http://www.theses.fr/2018PSLED009.

Council of Science Editors:

Baptiste J. Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies. [Doctoral Dissertation]. Paris Sciences et Lettres; 2018. Available from: http://www.theses.fr/2018PSLED009

8. Cerezetti, Fernando Valvano. Arbitragem nos mercados financeiros: uma proposta bayesiana de verificação.

Degree: PhD, Estatística, 2013, University of São Paulo

Hipóteses precisas são características naturais das teorias econômicas de determinação do valor ou preço de ativos financeiros. Nessas teorias, a precisão das hipóteses assume a… (more)

Subjects/Keywords: FBST; FBST; hipótese precisa; não arbitragem; non-arbitrage; precise hypothesis; teoria do valor; value theory; variance gamma; Variância Gama.

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APA (6th Edition):

Cerezetti, F. V. (2013). Arbitragem nos mercados financeiros: uma proposta bayesiana de verificação. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-27042014-171844/ ;

Chicago Manual of Style (16th Edition):

Cerezetti, Fernando Valvano. “Arbitragem nos mercados financeiros: uma proposta bayesiana de verificação.” 2013. Doctoral Dissertation, University of São Paulo. Accessed October 20, 2020. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-27042014-171844/ ;.

MLA Handbook (7th Edition):

Cerezetti, Fernando Valvano. “Arbitragem nos mercados financeiros: uma proposta bayesiana de verificação.” 2013. Web. 20 Oct 2020.

Vancouver:

Cerezetti FV. Arbitragem nos mercados financeiros: uma proposta bayesiana de verificação. [Internet] [Doctoral dissertation]. University of São Paulo; 2013. [cited 2020 Oct 20]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-27042014-171844/ ;.

Council of Science Editors:

Cerezetti FV. Arbitragem nos mercados financeiros: uma proposta bayesiana de verificação. [Doctoral Dissertation]. University of São Paulo; 2013. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-27042014-171844/ ;


Georgia Tech

9. Ehrhardt, Michael Clyde. Arbitrage pricing theory and the term structure of interest rates.

Degree: PhD, Industrial management, 1984, Georgia Tech

Subjects/Keywords: Arbitrage; Pricing; Interest; Usury

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APA (6th Edition):

Ehrhardt, M. C. (1984). Arbitrage pricing theory and the term structure of interest rates. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/29356

Chicago Manual of Style (16th Edition):

Ehrhardt, Michael Clyde. “Arbitrage pricing theory and the term structure of interest rates.” 1984. Doctoral Dissertation, Georgia Tech. Accessed October 20, 2020. http://hdl.handle.net/1853/29356.

MLA Handbook (7th Edition):

Ehrhardt, Michael Clyde. “Arbitrage pricing theory and the term structure of interest rates.” 1984. Web. 20 Oct 2020.

Vancouver:

Ehrhardt MC. Arbitrage pricing theory and the term structure of interest rates. [Internet] [Doctoral dissertation]. Georgia Tech; 1984. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/1853/29356.

Council of Science Editors:

Ehrhardt MC. Arbitrage pricing theory and the term structure of interest rates. [Doctoral Dissertation]. Georgia Tech; 1984. Available from: http://hdl.handle.net/1853/29356


University of New South Wales

10. Sinclair, Norman A. An empirical test of the arbitrage pricing theory.

Degree: Commerce. Australian Graduate School of Management, 1982, University of New South Wales

Subjects/Keywords: Arbitrage; Pricing; Thesis Digitisation Program

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APA (6th Edition):

Sinclair, N. A. (1982). An empirical test of the arbitrage pricing theory. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/62762 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:59381/SOURCE01?view=true

Chicago Manual of Style (16th Edition):

Sinclair, Norman A. “An empirical test of the arbitrage pricing theory.” 1982. Doctoral Dissertation, University of New South Wales. Accessed October 20, 2020. http://handle.unsw.edu.au/1959.4/62762 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:59381/SOURCE01?view=true.

MLA Handbook (7th Edition):

Sinclair, Norman A. “An empirical test of the arbitrage pricing theory.” 1982. Web. 20 Oct 2020.

Vancouver:

Sinclair NA. An empirical test of the arbitrage pricing theory. [Internet] [Doctoral dissertation]. University of New South Wales; 1982. [cited 2020 Oct 20]. Available from: http://handle.unsw.edu.au/1959.4/62762 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:59381/SOURCE01?view=true.

Council of Science Editors:

Sinclair NA. An empirical test of the arbitrage pricing theory. [Doctoral Dissertation]. University of New South Wales; 1982. Available from: http://handle.unsw.edu.au/1959.4/62762 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:59381/SOURCE01?view=true


The Ohio State University

11. Hedge, Krishnamurthy G. Some epirical tests of the arbitrage pricing model.

Degree: PhD, Graduate School, 1984, The Ohio State University

Subjects/Keywords: Business Administration; Arbitrage; Pricing

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APA (6th Edition):

Hedge, K. G. (1984). Some epirical tests of the arbitrage pricing model. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487241105866741

Chicago Manual of Style (16th Edition):

Hedge, Krishnamurthy G. “Some epirical tests of the arbitrage pricing model.” 1984. Doctoral Dissertation, The Ohio State University. Accessed October 20, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487241105866741.

MLA Handbook (7th Edition):

Hedge, Krishnamurthy G. “Some epirical tests of the arbitrage pricing model.” 1984. Web. 20 Oct 2020.

Vancouver:

Hedge KG. Some epirical tests of the arbitrage pricing model. [Internet] [Doctoral dissertation]. The Ohio State University; 1984. [cited 2020 Oct 20]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487241105866741.

Council of Science Editors:

Hedge KG. Some epirical tests of the arbitrage pricing model. [Doctoral Dissertation]. The Ohio State University; 1984. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487241105866741

12. Αθανασιάδης, Αντώνιος. Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων.

Degree: 2011, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών

The present thesis deals with the explanatory power and accuracy of the assumptions underlying the main pricing models of Neoclassical Finance. The main aspects of… (more)

Subjects/Keywords: Θεωρία αποτίμησης κεφαλαιουχικών στοιχείων; Υπόδειγμα αποτίμησης κεφαλαιουχικών στοιχείων; Έλεγχος του λόγου μεγίστης πιθανοφάνειας; Στατιστικές ιδιότητες μικρού και μεγάλου δείγματος; Θεωρία τιμολόγησης εξισορροπητικής κερδοσκοπίας; Συμπεριφορική χρηματοοικονομική; Φαινόμενο της υπεραντίδρασης; Φαινομενικά ασυσχέτιστα υποδείγματα παλινδρόμησης; Capital assets pricing theory; Capital asset pricing model; Likelihood ratio test; Small-large sample statistical properties; Arbitrage pricing theory; Behavioural finance; Overreaction phenomenon; Seemingly unrelated regression models

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APA (6th Edition):

Αθανασιάδης, . . (2011). Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων. (Thesis). University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Retrieved from http://hdl.handle.net/10442/hedi/28764

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Αθανασιάδης, Αντώνιος. “Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων.” 2011. Thesis, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Accessed October 20, 2020. http://hdl.handle.net/10442/hedi/28764.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Αθανασιάδης, Αντώνιος. “Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων.” 2011. Web. 20 Oct 2020.

Vancouver:

Αθανασιάδης . Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων. [Internet] [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2011. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/10442/hedi/28764.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Αθανασιάδης . Στοχαστικά χρηματοοικονομικά υποδείγματα λήψης επενδυτικών αποφάσεων. [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2011. Available from: http://hdl.handle.net/10442/hedi/28764

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brunel University

13. Priestley, Richard. Approximate factor structures, macroeconomic and financial factors, unique and stable return generating processes and market anomalies : an empirical investigation of the robustness of the arbitrage pricing theory.

Degree: PhD, 1994, Brunel University

 This thesis presents an empirical investigation into the Arbitrage Pricing Theory (APT). At the onset of the thesis it is recognised that tests of the… (more)

Subjects/Keywords: 330; Arbitrage pricing theory (APT); Approximate factor structure; Capital asset pricing model (CAPM); UK stock market; Seasonal patterns

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APA (6th Edition):

Priestley, R. (1994). Approximate factor structures, macroeconomic and financial factors, unique and stable return generating processes and market anomalies : an empirical investigation of the robustness of the arbitrage pricing theory. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/5448 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.282913

Chicago Manual of Style (16th Edition):

Priestley, Richard. “Approximate factor structures, macroeconomic and financial factors, unique and stable return generating processes and market anomalies : an empirical investigation of the robustness of the arbitrage pricing theory.” 1994. Doctoral Dissertation, Brunel University. Accessed October 20, 2020. http://bura.brunel.ac.uk/handle/2438/5448 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.282913.

MLA Handbook (7th Edition):

Priestley, Richard. “Approximate factor structures, macroeconomic and financial factors, unique and stable return generating processes and market anomalies : an empirical investigation of the robustness of the arbitrage pricing theory.” 1994. Web. 20 Oct 2020.

Vancouver:

Priestley R. Approximate factor structures, macroeconomic and financial factors, unique and stable return generating processes and market anomalies : an empirical investigation of the robustness of the arbitrage pricing theory. [Internet] [Doctoral dissertation]. Brunel University; 1994. [cited 2020 Oct 20]. Available from: http://bura.brunel.ac.uk/handle/2438/5448 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.282913.

Council of Science Editors:

Priestley R. Approximate factor structures, macroeconomic and financial factors, unique and stable return generating processes and market anomalies : an empirical investigation of the robustness of the arbitrage pricing theory. [Doctoral Dissertation]. Brunel University; 1994. Available from: http://bura.brunel.ac.uk/handle/2438/5448 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.282913


Jönköping University

14. Stålstedt, Erik. Mergers & Acquisitions : Abnormal returns in the pharmaceutical industry.

Degree: Economics, 2006, Jönköping University

Denna uppsats är skriven inom området finansiering och behandlar fenomenet uppköp och företagsförvärv inom läkemedelsbranschen. I uppsatsen undersöker man läkemedelsbranschen och några nyckelaffärer utförda… (more)

Subjects/Keywords: Mergers & Acquisitions; Pharmaceutical industry; Shareholders; Arbitrage Pricing Theory; share performance; Pfizer; Bristol-Myers Squibb and GlaxoSmithKline; Arbitrage Pricing Theory; aktieresultat; Pfizer; Bristol-Myers Squibb and GlaxoSmithKline; Sammanslagningar och förvärv; Läkemedelsbranschen; Aktieägare; Business and economics; Ekonomi

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APA (6th Edition):

Stålstedt, E. (2006). Mergers & Acquisitions : Abnormal returns in the pharmaceutical industry. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-391

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Stålstedt, Erik. “Mergers & Acquisitions : Abnormal returns in the pharmaceutical industry.” 2006. Thesis, Jönköping University. Accessed October 20, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-391.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Stålstedt, Erik. “Mergers & Acquisitions : Abnormal returns in the pharmaceutical industry.” 2006. Web. 20 Oct 2020.

Vancouver:

Stålstedt E. Mergers & Acquisitions : Abnormal returns in the pharmaceutical industry. [Internet] [Thesis]. Jönköping University; 2006. [cited 2020 Oct 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-391.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Stålstedt E. Mergers & Acquisitions : Abnormal returns in the pharmaceutical industry. [Thesis]. Jönköping University; 2006. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-391

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of South Africa

15. Laubscher, Eugene Rudolph. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge .

Degree: 2001, University of South Africa

 The study investigates whether the main capital market theories and pricing models provide a reasonably accurate description of the working and efficiency of capital markets,… (more)

Subjects/Keywords: Efficient Market Hypothesis (EMH); Portfolio therapy; Arbitrage Pricing Theory (APT); Capital Asset Pricing Model (CAPM); Black-Scholes; Options; Diversification; Risk; Return; Accounting theory

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APA (6th Edition):

Laubscher, E. R. (2001). Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge . (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/17174

Chicago Manual of Style (16th Edition):

Laubscher, Eugene Rudolph. “Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge .” 2001. Masters Thesis, University of South Africa. Accessed October 20, 2020. http://hdl.handle.net/10500/17174.

MLA Handbook (7th Edition):

Laubscher, Eugene Rudolph. “Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge .” 2001. Web. 20 Oct 2020.

Vancouver:

Laubscher ER. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge . [Internet] [Masters thesis]. University of South Africa; 2001. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/10500/17174.

Council of Science Editors:

Laubscher ER. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge . [Masters Thesis]. University of South Africa; 2001. Available from: http://hdl.handle.net/10500/17174

16. Grammenidis, Ackis. Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate.

Degree: Umeå School of Business, 2009, Umeå University

  1.3. Research Questions. With this in mind, the research questions of this work are: 1. Is the Capital Asset Pricing Model still applicable despite… (more)

Subjects/Keywords: Capital Asset Pricing Model; Risk-free interest rate; Portfolio Theory; Empirical Test on CAPM; Arbitrage Pricing Theory; Stock’s prices; Business studies; Företagsekonomi

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Sample image

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APA (6th Edition):

Grammenidis, A. (2009). Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-25631

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Grammenidis, Ackis. “Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate.” 2009. Thesis, Umeå University. Accessed October 20, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-25631.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Grammenidis, Ackis. “Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate.” 2009. Web. 20 Oct 2020.

Vancouver:

Grammenidis A. Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate. [Internet] [Thesis]. Umeå University; 2009. [cited 2020 Oct 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-25631.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Grammenidis A. Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate. [Thesis]. Umeå University; 2009. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-25631

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

17. Stoppioni, Edoardo. Une analyse critique du discours du juge de l’OMC et de l’arbitre de l’investissement sur le droit non écrit : A critical analysis of the discourses of the WTO judge and of the investment arbitrator on unwritten law.

Degree: Docteur es, Droit, 2019, Paris 1

Ce travail a tenté de dresser une cartographie de l'utilisation par le juge de l'OMC et l'arbitre de l'investissement de l'argument juridique fondé sur le… (more)

Subjects/Keywords: Droit non écrit; Contentieux international économique; Contentieux de l'OMC; Arbitrage d'investissement; Théorie critique; Analyse de discours; Unwritten law; International economic litigation; WTO litigation; Investment arbitration; Critical theory; Discourse analysis; 341

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APA (6th Edition):

Stoppioni, E. (2019). Une analyse critique du discours du juge de l’OMC et de l’arbitre de l’investissement sur le droit non écrit : A critical analysis of the discourses of the WTO judge and of the investment arbitrator on unwritten law. (Doctoral Dissertation). Paris 1. Retrieved from http://www.theses.fr/2019PA01D010

Chicago Manual of Style (16th Edition):

Stoppioni, Edoardo. “Une analyse critique du discours du juge de l’OMC et de l’arbitre de l’investissement sur le droit non écrit : A critical analysis of the discourses of the WTO judge and of the investment arbitrator on unwritten law.” 2019. Doctoral Dissertation, Paris 1. Accessed October 20, 2020. http://www.theses.fr/2019PA01D010.

MLA Handbook (7th Edition):

Stoppioni, Edoardo. “Une analyse critique du discours du juge de l’OMC et de l’arbitre de l’investissement sur le droit non écrit : A critical analysis of the discourses of the WTO judge and of the investment arbitrator on unwritten law.” 2019. Web. 20 Oct 2020.

Vancouver:

Stoppioni E. Une analyse critique du discours du juge de l’OMC et de l’arbitre de l’investissement sur le droit non écrit : A critical analysis of the discourses of the WTO judge and of the investment arbitrator on unwritten law. [Internet] [Doctoral dissertation]. Paris 1; 2019. [cited 2020 Oct 20]. Available from: http://www.theses.fr/2019PA01D010.

Council of Science Editors:

Stoppioni E. Une analyse critique du discours du juge de l’OMC et de l’arbitre de l’investissement sur le droit non écrit : A critical analysis of the discourses of the WTO judge and of the investment arbitrator on unwritten law. [Doctoral Dissertation]. Paris 1; 2019. Available from: http://www.theses.fr/2019PA01D010


University of the Western Cape

18. Malefo, Boikanyo Kenneth. Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry .

Degree: 2015, University of the Western Cape

 Motivated by the growing attraction of the mutual fund industries across the world, this research seeks to explore the economic benefits contributed by the South… (more)

Subjects/Keywords: Capital assets pricing model; Mutual funds; Arbitrage; Exchange traded funds; Unit Trust Managers; South Africa

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APA (6th Edition):

Malefo, B. K. (2015). Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/4957

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Malefo, Boikanyo Kenneth. “Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry .” 2015. Thesis, University of the Western Cape. Accessed October 20, 2020. http://hdl.handle.net/11394/4957.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Malefo, Boikanyo Kenneth. “Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry .” 2015. Web. 20 Oct 2020.

Vancouver:

Malefo BK. Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry . [Internet] [Thesis]. University of the Western Cape; 2015. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/11394/4957.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Malefo BK. Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry . [Thesis]. University of the Western Cape; 2015. Available from: http://hdl.handle.net/11394/4957

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

19. Boffetti, Mikael. Option Volatility & Arbitrage Opportunities.

Degree: MS, Applied Mathematics, 2016, Louisiana State University

 This paper develops several methods to estimate a future volatility of a stock in order to correctly price corresponding stock options. The pricing model known… (more)

Subjects/Keywords: option pricing; call; put; Black-Scholes-Merton model; volatility; stochastic volatility; arbitrage

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APA (6th Edition):

Boffetti, M. (2016). Option Volatility & Arbitrage Opportunities. (Masters Thesis). Louisiana State University. Retrieved from etd-11082016-015550 ; https://digitalcommons.lsu.edu/gradschool_theses/4580

Chicago Manual of Style (16th Edition):

Boffetti, Mikael. “Option Volatility & Arbitrage Opportunities.” 2016. Masters Thesis, Louisiana State University. Accessed October 20, 2020. etd-11082016-015550 ; https://digitalcommons.lsu.edu/gradschool_theses/4580.

MLA Handbook (7th Edition):

Boffetti, Mikael. “Option Volatility & Arbitrage Opportunities.” 2016. Web. 20 Oct 2020.

Vancouver:

Boffetti M. Option Volatility & Arbitrage Opportunities. [Internet] [Masters thesis]. Louisiana State University; 2016. [cited 2020 Oct 20]. Available from: etd-11082016-015550 ; https://digitalcommons.lsu.edu/gradschool_theses/4580.

Council of Science Editors:

Boffetti M. Option Volatility & Arbitrage Opportunities. [Masters Thesis]. Louisiana State University; 2016. Available from: etd-11082016-015550 ; https://digitalcommons.lsu.edu/gradschool_theses/4580


University of Sydney

20. Ng, Desmond Siew Wai. Nonlinear Pricing in Discrete-time under Default and Optimal Collateral .

Degree: 2018, University of Sydney

 This thesis addresses a re-examination of the classical no-arbitrage pricing theory of mathematical finance through Backward Stochastic Difference Equations (BSdEs), their extensions and connections to… (more)

Subjects/Keywords: Nonlinear pricing and hedging; Arbitrage; Game options; Defaultable claims; Collateral; Imperfect markets

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APA (6th Edition):

Ng, D. S. W. (2018). Nonlinear Pricing in Discrete-time under Default and Optimal Collateral . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/19637

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ng, Desmond Siew Wai. “Nonlinear Pricing in Discrete-time under Default and Optimal Collateral .” 2018. Thesis, University of Sydney. Accessed October 20, 2020. http://hdl.handle.net/2123/19637.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ng, Desmond Siew Wai. “Nonlinear Pricing in Discrete-time under Default and Optimal Collateral .” 2018. Web. 20 Oct 2020.

Vancouver:

Ng DSW. Nonlinear Pricing in Discrete-time under Default and Optimal Collateral . [Internet] [Thesis]. University of Sydney; 2018. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/2123/19637.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ng DSW. Nonlinear Pricing in Discrete-time under Default and Optimal Collateral . [Thesis]. University of Sydney; 2018. Available from: http://hdl.handle.net/2123/19637

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of New Brunswick

21. Fodor, Bryan D. The effect of macroeconomic variables on the pricing of common stock under trending market conditions.

Degree: 2003, University of New Brunswick

 This thesis is an investigation into the relationship that exists between macroeconomic variables and the pricing of common stock under trending market conditions. By introducing… (more)

Subjects/Keywords: Risk; Return; Market; Common stock; Arbitrage Pricing Theory; Macroeconomic variables; Stock price forecasting; Stocks – Prices – Econometric models

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APA (6th Edition):

Fodor, B. D. (2003). The effect of macroeconomic variables on the pricing of common stock under trending market conditions. (Thesis). University of New Brunswick. Retrieved from http://hdl.handle.net/1882/49

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fodor, Bryan D. “The effect of macroeconomic variables on the pricing of common stock under trending market conditions.” 2003. Thesis, University of New Brunswick. Accessed October 20, 2020. http://hdl.handle.net/1882/49.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fodor, Bryan D. “The effect of macroeconomic variables on the pricing of common stock under trending market conditions.” 2003. Web. 20 Oct 2020.

Vancouver:

Fodor BD. The effect of macroeconomic variables on the pricing of common stock under trending market conditions. [Internet] [Thesis]. University of New Brunswick; 2003. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/1882/49.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fodor BD. The effect of macroeconomic variables on the pricing of common stock under trending market conditions. [Thesis]. University of New Brunswick; 2003. Available from: http://hdl.handle.net/1882/49

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manitoba

22. Li, Huijing. Modeling non-linearity in mortality data: application to longevity bond pricing.

Degree: Management, 2015, University of Manitoba

 Human mortality has been improving faster than expected over the past few decades. This unprecedented improvement has caused significant financial stress to pension plan sponsors… (more)

Subjects/Keywords: Mortality Improvement; Non-linearity; Longevity bond pricing

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APA (6th Edition):

Li, H. (2015). Modeling non-linearity in mortality data: application to longevity bond pricing. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/30834

Chicago Manual of Style (16th Edition):

Li, Huijing. “Modeling non-linearity in mortality data: application to longevity bond pricing.” 2015. Masters Thesis, University of Manitoba. Accessed October 20, 2020. http://hdl.handle.net/1993/30834.

MLA Handbook (7th Edition):

Li, Huijing. “Modeling non-linearity in mortality data: application to longevity bond pricing.” 2015. Web. 20 Oct 2020.

Vancouver:

Li H. Modeling non-linearity in mortality data: application to longevity bond pricing. [Internet] [Masters thesis]. University of Manitoba; 2015. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/1993/30834.

Council of Science Editors:

Li H. Modeling non-linearity in mortality data: application to longevity bond pricing. [Masters Thesis]. University of Manitoba; 2015. Available from: http://hdl.handle.net/1993/30834


Kaunas University of Technology

23. Sokolovas, Karolis. Arbitražo galimybės panaudojimas daugialypės regresijos modelyje.

Degree: Master, Mathematics, 2009, Kaunas University of Technology

Darbe nagrinėjamos aktyvų įkainojimo problemos, iškylančios parenkant ekonominius ir socialinius veiksnius tinkančius aktyvo įkainojimui. Darbe siekiama sumažinti šių veiksnių skaičių. Tą atlikus siekiama parinkti veiksnių… (more)

Subjects/Keywords: Daugialypės regresijos modelis; Arbitražas; Aktyvų įkainojimas; Butų vertė; Multiple regression model; Arbitrage; Asset pricing; Flats value

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APA (6th Edition):

Sokolovas, Karolis. (2009). Arbitražo galimybės panaudojimas daugialypės regresijos modelyje. (Masters Thesis). Kaunas University of Technology. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090831_153410-59480 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Sokolovas, Karolis. “Arbitražo galimybės panaudojimas daugialypės regresijos modelyje.” 2009. Masters Thesis, Kaunas University of Technology. Accessed October 20, 2020. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090831_153410-59480 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Sokolovas, Karolis. “Arbitražo galimybės panaudojimas daugialypės regresijos modelyje.” 2009. Web. 20 Oct 2020.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Sokolovas, Karolis. Arbitražo galimybės panaudojimas daugialypės regresijos modelyje. [Internet] [Masters thesis]. Kaunas University of Technology; 2009. [cited 2020 Oct 20]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090831_153410-59480 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Sokolovas, Karolis. Arbitražo galimybės panaudojimas daugialypės regresijos modelyje. [Masters Thesis]. Kaunas University of Technology; 2009. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090831_153410-59480 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


Loughborough University

24. Sufar, Saiful Bahri. Risk factors in the UK stock market.

Degree: PhD, 2000, Loughborough University

 This thesis examines risk factors in the UK Stock Market. This objective is achieved by testing the validity of the Capital Asset Pricing Model (CAPM)… (more)

Subjects/Keywords: 332; Capital asset pricing model; Arbitrage; Stocks

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APA (6th Edition):

Sufar, S. B. (2000). Risk factors in the UK stock market. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/7346

Chicago Manual of Style (16th Edition):

Sufar, Saiful Bahri. “Risk factors in the UK stock market.” 2000. Doctoral Dissertation, Loughborough University. Accessed October 20, 2020. http://hdl.handle.net/2134/7346.

MLA Handbook (7th Edition):

Sufar, Saiful Bahri. “Risk factors in the UK stock market.” 2000. Web. 20 Oct 2020.

Vancouver:

Sufar SB. Risk factors in the UK stock market. [Internet] [Doctoral dissertation]. Loughborough University; 2000. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/2134/7346.

Council of Science Editors:

Sufar SB. Risk factors in the UK stock market. [Doctoral Dissertation]. Loughborough University; 2000. Available from: http://hdl.handle.net/2134/7346


University of South Florida

25. Bergbrant, Mikael Carl Erik. On The Efficiency of US Equity Markets.

Degree: 2012, University of South Florida

 Most papers in empirical finance implicitly or explicitly assume the same price of risk, for each priced systematic risk factor, across all risky assets within… (more)

Subjects/Keywords: Arbitrage; Asset Pricing; EGARCH; Idiosyncratic Risk; Market Integration; Risk Prices; American Studies; Arts and Humanities; Finance and Financial Management

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APA (6th Edition):

Bergbrant, M. C. E. (2012). On The Efficiency of US Equity Markets. (Thesis). University of South Florida. Retrieved from https://scholarcommons.usf.edu/etd/3976

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bergbrant, Mikael Carl Erik. “On The Efficiency of US Equity Markets.” 2012. Thesis, University of South Florida. Accessed October 20, 2020. https://scholarcommons.usf.edu/etd/3976.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bergbrant, Mikael Carl Erik. “On The Efficiency of US Equity Markets.” 2012. Web. 20 Oct 2020.

Vancouver:

Bergbrant MCE. On The Efficiency of US Equity Markets. [Internet] [Thesis]. University of South Florida; 2012. [cited 2020 Oct 20]. Available from: https://scholarcommons.usf.edu/etd/3976.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bergbrant MCE. On The Efficiency of US Equity Markets. [Thesis]. University of South Florida; 2012. Available from: https://scholarcommons.usf.edu/etd/3976

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of South Africa

26. Brevis, Tersia, 1967-. Tydsberekening binne 'n APT-raamwerk .

Degree: 1998, University of South Africa

 Die studie vergelyk die prestasie van 'n koop-en-hou-strategie met die van 'n tydsberekeningstrategie binne die raamwerk van die arbitrasie-prysbepalingsteorie (APT) op die nywerheidsindeks van die… (more)

Subjects/Keywords: Market-timing strategy; Buy-and-hold strategy; Arbitrage pricing theory; Capital asset pricing model; Johannesburg Stock Exchange; Nonlinear modelling; Linear multiple stepwise regression analysis; Risk-adjusted return; Systematic risk factors; Macroeconomic factors

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APA (6th Edition):

Brevis, Tersia, 1. (1998). Tydsberekening binne 'n APT-raamwerk . (Doctoral Dissertation). University of South Africa. Retrieved from http://hdl.handle.net/10500/15902

Chicago Manual of Style (16th Edition):

Brevis, Tersia, 1967-. “Tydsberekening binne 'n APT-raamwerk .” 1998. Doctoral Dissertation, University of South Africa. Accessed October 20, 2020. http://hdl.handle.net/10500/15902.

MLA Handbook (7th Edition):

Brevis, Tersia, 1967-. “Tydsberekening binne 'n APT-raamwerk .” 1998. Web. 20 Oct 2020.

Vancouver:

Brevis, Tersia 1. Tydsberekening binne 'n APT-raamwerk . [Internet] [Doctoral dissertation]. University of South Africa; 1998. [cited 2020 Oct 20]. Available from: http://hdl.handle.net/10500/15902.

Council of Science Editors:

Brevis, Tersia 1. Tydsberekening binne 'n APT-raamwerk . [Doctoral Dissertation]. University of South Africa; 1998. Available from: http://hdl.handle.net/10500/15902


RMIT University

27. Liu, L. Chinese cross-listing.

Degree: 2011, RMIT University

 With the increasing presence of Chinese companies listed and traded in the international stock markets, research on Chinese cross-listing is emerging as a new focus… (more)

Subjects/Keywords: Fields of Research; Cross-listing; corporate governance; bonding theory; cointegration; arbitrage

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Liu, L. (2011). Chinese cross-listing. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:14080

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, L. “Chinese cross-listing.” 2011. Thesis, RMIT University. Accessed October 20, 2020. http://researchbank.rmit.edu.au/view/rmit:14080.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, L. “Chinese cross-listing.” 2011. Web. 20 Oct 2020.

Vancouver:

Liu L. Chinese cross-listing. [Internet] [Thesis]. RMIT University; 2011. [cited 2020 Oct 20]. Available from: http://researchbank.rmit.edu.au/view/rmit:14080.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu L. Chinese cross-listing. [Thesis]. RMIT University; 2011. Available from: http://researchbank.rmit.edu.au/view/rmit:14080

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Oxford

28. Schwarz, Daniel Christopher. Price modelling and asset valuation in carbon emission and electricity markets.

Degree: PhD, 2012, University of Oxford

 This thesis is concerned with the mathematical analysis of electricity and carbon emission markets. We introduce a novel, versatile and tractable stochastic framework for the… (more)

Subjects/Keywords: 333.793; Mathematics; Mathematical finance; Probability theory and stochastic processes; Derivative Pricing; Emission Market; Electricity; Forward-Backward Stochastic Differential Equation; Non-linear Partial Differential Equation; Commodity Market

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Schwarz, D. C. (2012). Price modelling and asset valuation in carbon emission and electricity markets. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012

Chicago Manual of Style (16th Edition):

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Doctoral Dissertation, University of Oxford. Accessed October 20, 2020. http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012.

MLA Handbook (7th Edition):

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Web. 20 Oct 2020.

Vancouver:

Schwarz DC. Price modelling and asset valuation in carbon emission and electricity markets. [Internet] [Doctoral dissertation]. University of Oxford; 2012. [cited 2020 Oct 20]. Available from: http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012.

Council of Science Editors:

Schwarz DC. Price modelling and asset valuation in carbon emission and electricity markets. [Doctoral Dissertation]. University of Oxford; 2012. Available from: http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012

29. Pang, Weijie. In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives.

Degree: PhD, 2019, Worcester Polytechnic Institute

  Before the 2008 financial crisis, most research in financial mathematics focused on the risk management and the pricing of options without considering effects of… (more)

Subjects/Keywords: arbitrage pricing; backward stochastic differential equations; contagion; Eisenberg–Noe clearing vector; financial crisis; interbank networks; option pricing; sensitivity analysis; systemic risk; value adjustments

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pang, W. (2019). In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives. (Doctoral Dissertation). Worcester Polytechnic Institute. Retrieved from etd-042319-143631 ; https://digitalcommons.wpi.edu/etd-dissertations/519

Chicago Manual of Style (16th Edition):

Pang, Weijie. “In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives.” 2019. Doctoral Dissertation, Worcester Polytechnic Institute. Accessed October 20, 2020. etd-042319-143631 ; https://digitalcommons.wpi.edu/etd-dissertations/519.

MLA Handbook (7th Edition):

Pang, Weijie. “In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives.” 2019. Web. 20 Oct 2020.

Vancouver:

Pang W. In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives. [Internet] [Doctoral dissertation]. Worcester Polytechnic Institute; 2019. [cited 2020 Oct 20]. Available from: etd-042319-143631 ; https://digitalcommons.wpi.edu/etd-dissertations/519.

Council of Science Editors:

Pang W. In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives. [Doctoral Dissertation]. Worcester Polytechnic Institute; 2019. Available from: etd-042319-143631 ; https://digitalcommons.wpi.edu/etd-dissertations/519


UCLA

30. Sakurai, Yuji. How Does the Bond Market Perceive Macroeconomic Risks under Zero Lower Bound?.

Degree: Management (MS/PHD), 2016, UCLA

 I present a joint model of yield curves and macroeconomic variables with an explicit effective zero lower bound by employing the concept of shadow interest… (more)

Subjects/Keywords: Finance; Negative interest rates; No arbitrage; Non-linear term structure modeling; Zero interest rate policy

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sakurai, Y. (2016). How Does the Bond Market Perceive Macroeconomic Risks under Zero Lower Bound?. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/1p50v8xs

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sakurai, Yuji. “How Does the Bond Market Perceive Macroeconomic Risks under Zero Lower Bound?.” 2016. Thesis, UCLA. Accessed October 20, 2020. http://www.escholarship.org/uc/item/1p50v8xs.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sakurai, Yuji. “How Does the Bond Market Perceive Macroeconomic Risks under Zero Lower Bound?.” 2016. Web. 20 Oct 2020.

Vancouver:

Sakurai Y. How Does the Bond Market Perceive Macroeconomic Risks under Zero Lower Bound?. [Internet] [Thesis]. UCLA; 2016. [cited 2020 Oct 20]. Available from: http://www.escholarship.org/uc/item/1p50v8xs.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sakurai Y. How Does the Bond Market Perceive Macroeconomic Risks under Zero Lower Bound?. [Thesis]. UCLA; 2016. Available from: http://www.escholarship.org/uc/item/1p50v8xs

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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