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Author : Keith Siu Kwan Lam
Publisher :
ISBN 13 :
Total Pages : 112 pages
Book Rating : 4.:/5 (229 download)
Download or read book The Application of "Arbitrage Pricing Theory" in Canadian Stock Markets written by Keith Siu Kwan Lam and published by . This book was released on 1988 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David W. McPeak
Publisher :
ISBN 13 :
Total Pages : 134 pages
Book Rating : 4.:/5 (229 download)
Download or read book An Economic Interpretation of the Arbitrage Pricing Theory in the Canadian Stock Market written by David W. McPeak and published by . This book was released on 1988 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : George Koutoulas
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)
Download or read book Essays on the Arbitrage Pricing Theory written by George Koutoulas and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christian Koch
Publisher : GRIN Verlag
ISBN 13 : 3640277856
Total Pages : 81 pages
Book Rating : 4.6/5 (42 download)
Download or read book The Arbitrage Pricing Theory as an Approach to Capital Asset Valuation written by Christian Koch and published by GRIN Verlag. This book was released on 2009-03 with total page 81 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diploma Thesis from the year 1996 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,3, European Business School - International University Schlo Reichartshausen Oestrich-Winkel, 160 entries in the bibliography, language: English, abstract: A "few surprises" could be the trivial answer of the Arbitrage Pricing Theory if asked for the major determinants of stock returns. The APT was developed as a traceable framework of the main principles of capital asset pricing in financial markets. It investigates the causes underlying one of the most important fields in financial economics, namely the relationship between risk and return. The APT provides a thorough understanding of the nature and origins of risk inherent in financial assets and how capital markets reward an investor for bearing risk. Its fundamental intuition is the absence of arbitrage which is, indeed, central to finance and which has been used in virtually all areas of financial study. Since its introduction two decades ago, the APT has been subject to extensive theoretical as well as empirical research. By now, the arbitrage theory is well established in both respects and has enlightened our perception of capital markets. This paper aims to present the APT as an appropriate instrument of capital asset pricing and to link its principles to the valuation of risky income streams. The objective is also to provide an overview of the state of art of APT in the context of alternative capital market theories. For this purpose, Section 2 describes the basic concepts of the traditional asset pricing model, the CAPM, and indicates differences to arbitrage theory. Section 3 constitutes the main part of this paper introducing a derivation of the APT. Emphasis is laid on principles rather than on rigorous proof. The intuition of the pricing formula and its consistency with the state space preference theory are discussed. Important contributions to the APT are classified and br
Author : Rohit Selvaratnam
Publisher :
ISBN 13 :
Total Pages : 112 pages
Book Rating : 4.:/5 (312 download)
Download or read book The Application of Arbitrage Pricing Theory Factors and Macroeconomic Variables to Explain Security Returns in Emerging Equity Markets written by Rohit Selvaratnam and published by . This book was released on 1994 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Shaun Campbell Black
Publisher :
ISBN 13 :
Total Pages : 166 pages
Book Rating : 4.:/5 (229 download)
Download or read book Arbitrage Pricing Theory written by Shaun Campbell Black and published by . This book was released on 1991 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Matthew Thomas Craig
Publisher :
ISBN 13 :
Total Pages : 104 pages
Book Rating : 4.:/5 (229 download)
Download or read book An Investigation of "arbitrage Pricing Theory" Using Equity Based Mutual Funds Within the Canadian Economy written by Matthew Thomas Craig and published by . This book was released on 1990 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bharat K. Kaku
Publisher :
ISBN 13 :
Total Pages : 600 pages
Book Rating : 4.3/5 (243 download)
Download or read book An Application of Arbitrage Pricing Theory to Futures Markets written by Bharat K. Kaku and published by . This book was released on 1987 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Integration Versus Segmentation of the Canadian and US Stock Markets, a Multifactor Asset Pricing Model Approach written by and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael Clyde Ehrhardt
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (161 download)
Download or read book An Application of Arbitrage Pricing Theory to Future Markets written by Michael Clyde Ehrhardt and published by . This book was released on 1986 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Raj Dhankar
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book Arbitrage Pricing Theory and the Capital Asset Pricing Model - Evidence from the Indian Stock Market written by Raj Dhankar and published by . This book was released on 2008 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The arbitrage pricing theory (APT) has been proposed as an alternative to the capital asset pricing model (CAPM). This paper uses principal components analysis to estimate the factors that influence stock returns. Analysis of the Indian stock market using monthly and weekly returns for 1991-2002 shows that APT with multiple factors provides a better indication of asset risk and estimates of required rate of return than CAPM which uses beta as the single measure of risk.
Author : Jianping Mei
Publisher : World Scientific
ISBN 13 : 9789810218393
Total Pages : 132 pages
Book Rating : 4.2/5 (183 download)
Download or read book New Methods for the Arbitrage Pricing Theory and the Present Value Model written by Jianping Mei and published by World Scientific. This book was released on 1994 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of two essays on new approaches for the Arbitrage Pricing Theory and the Present Value Model, and one essay on cross-sectional correlations in panel data. The new approaches are designed to study a large number of securities over time. They can be employed by security analysts to discover market anomalies without assuming observable factors or constant risk premium. The book shows how these two approaches can be used to determine how many systematic factors affect the U.S. stock market.
Download or read book Integration Versus Segmentation of the Canadian and US Stock Markets, a Multifactor Asset Pricing Model Approach written by and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eben Otuteye
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (27 download)
Download or read book U.S.-Canada Exchange Rate as a Priced Factor in the Arbitrage Pricing Theory written by Eben Otuteye and published by . This book was released on 1995 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Susana Pérez Caldwell
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (27 download)
Download or read book Integration Versus Segmentation of the Canadian and U.S. Stock Markets written by Susana Pérez Caldwell and published by . This book was released on 1997 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anders Löflund
Publisher :
ISBN 13 :
Total Pages : 154 pages
Book Rating : 4.3/5 (97 download)
Download or read book Arbitrage Pricing Theory in a Small Open Economy written by Anders Löflund and published by . This book was released on 1992 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Paavo Yli-Olli
Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (65 download)
Download or read book Arbitrage Pricing Theory and Its Empirical Applicability for the Helsinki Stock Exchange written by Paavo Yli-Olli and published by . This book was released on 1989 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:
