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The mathematics of arbitrage
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Delbaen, Freddy
Published 2006
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Can the market add and subtract? mispricing in tech stock carve-outs
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Lamont, Owen
Published 2001
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Covariance risk, mispricing, and the cross section of security returns
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Daniel, Kent D.
Published 2000
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Pairs trading : performance of a relative value arbitrage rule
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Gatev, Evan G.
Published 1999
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Arbitrage opportunities in arbitrage-free models of bond pricing
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Backus, D.
Published 1996
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Stock price determination a comparative analysis of the capital asset pricing model and the arbitrage pricing theory in the Philippine context 1989-1999
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Custodio, Carlo
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CAMPUS
Diliman
6
DATABASE
Union Catalog (Buklod)
6
UNIT LIBRARY
School of Economics
5
Institute of Mathematics
1
YEAR OF PUBLICATION
From:
To:
CLASSIFICATION
H - Social Science
5
L - Education
1
SUBJECT
Arbitrage
Prices
Stocks
3
Econometric models
2
Mathematical models
2
Analysis of covariance
1
Attitudes
1
Bonds
1
Capital assets pricing model
1
Derivative securities
1
Forecasting
1
Hedging (Finance)
1
High technology industries
1
Insider training in securities
1
Rate of return
1
Risk
1
Securities
1
Stockholders
1
see all ...
AUTHOR
Backus, D.
1
Custodio, Carlo
1
Daniel, Kent D.
1
Delbaen, Freddy
1
Foresi, Silverio
1
Gatev, Evan G.
1
Goetzmann, William N.
1
Hirshleifer, David
1
Lamont, Owen
1
Rowenhorst, K. Geert
1
Schachermayer, Walter
1
Sison, Jeffrey
1
Subrahmanyam, Avanidhar
1
Thaler, Richard H.
1
Zin, Stanley
1
see all ...
RESOURCE TYPE
Book
5
Thesis
1
LANGUAGE
English
6
TUKLAS
: UP Libraries' Resource Discovery Tool
Copyright © 2020-2021. The University Library, University of the Philippines Diliman
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