search query: @indexterm arbitrage pricing theory / total: 66
references: 20-29 / 66
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20.
Capital adequacy guidelines and interest rate swaps
Omega
1994 : SEP, VOL. 22:5, p. 415-426
 1994 Levis, M.
Suchar, V.
21.
Der Unternehmer als Koordinator Verringerung von Unsicherheit und Transaktionskosten als Koordinationsfunktion der Unternehmung
Zeitschrift für Betriebswirtschaft
1991 : DEC, VOL. 61:12, p. 1413-1429
 1991 Windsperger, J.
22.
Arbitrage asset pricing under exchange
Journal of Finance
1991 : MAR, VOL. 46:1, p. 447-455
 1991 Ikeda, S.
23.
Tokyo tiffs... ...deregulation moves
Banker
1991 : FEB, VOL. 141:780, p. 51
 1991 McDougall, R.
24.
Sequential tests of the arbitrage pricing theory : a comparison of principal components and maximum likelihood factors
Journal of Finance
1990 : DEC, VOL. 45:5, pp. 1541-1564
 1990 Shukla, R.
Trzcinka, C.
25.
Portfolio efficiency of APT and CAPM in two Scandinavian stock exchanges
Omega
1990 : VOL. 18:4, p. 433-444
 1990 Oestermark, R.
26.
The pricing of futures contracts and the arbitrage pricing theory.
Journal of Financial Research
1990 : WINTER, VOL. 13:4, p. 297-306
 1990 Chang, J. S. K.
Loo, J. C. H.
Chang, C. C. W.
27.
Equilibrium short horizons for investors and firms
American Economic Review
1990 : MAY, VOL. 80:2, p. 148-153
 1990 Shleifer, A.
Vishny, R. W.
28.
American put pricing : Australian evidence
Journal of Business Finance and Accounting
1990 : SPRING, VOL. 17:2, p. 297-321
 1990 Loudon, G. F.
29.
Understandingfinancial markets.
Managerial Finance
1990 : VOL. 16:6, p. 1-14
 1990 Green, C. J.
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