Author:
Jarrow Robert,Rudd Andrew
Subject
Economics and Econometrics,Finance
Reference6 articles.
1. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979
2. The theory of financial decisions;Haley,1979
3. An empirical investigation of the arbitrage pricing theory;Roll;Journal of Finance,1980
4. The arbitrage theory of capital asset pricing;Ross;Journal of Economic Theory,1976
5. Return, risk and arbitrage;Ross,1977
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Binomial/Trinomial Tree Option Pricing Using Python;Essentials of Excel VBA, Python, and R;2023
2. ARBITRAGE PRICING THEORY IN ERGODIC MARKETS;International Journal of Theoretical and Applied Finance;2018-08
3. Normative portfolio theory;International Review of Financial Analysis;2017-07
4. Arbitrage Pricing Theory in Ergodic Markets;SSRN Electronic Journal;2017
5. How Efficient Are Bosnian Stock Market Indexes?;Eastern European Economics;2012-01