TY - BOOK ID - 135058017 TI - New methods for the arbitrage pricing theory and the present value model PY - 1994 SN - 981435404X PB - Singapore ; New Jersey : World Scientific, DB - UniCat KW - Speculation KW - Arbitrage KW - Mathematical models. UR - https://www.unicat.be/uniCat?func=search&query=sysid:135058017 AB - Presents 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. ER -