arbitrage pricing theory
Modelos multifactores macroeconómicos desde la perspectiva del Arbitrage Pricing Theory (APT)
... El planteamiento de un modelo multifactor macroeconómico desde la perspectiva del apt requiere de una adecuada selección de los factores de riesgo, éstos deben tener fácil inter- pretac[r] ...
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Arbitrage pricing theory : evidencia empírica para el mercado accionario colombiano, 2005 - 2012
... En este trabajo se utiliza el método de componentes principales para resumir la información de 23 variables macroeconómicas y financieras y luego se utilizan estos resultados[r] ...
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TítuloInversión en renta fija y renta variable Creación de un fondo de inversión
... Asset Backed Securities Asociación de Intermediarios de Activos Financieros Arbitrage Pricing Theory Bono Americano Bono Cupón Cero Buonis del Tesoro poliennali Bonos por Reducción de No[r] ...
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CFA Level 2 Book 5
... asset pricing model, the single-factor market model, the arbitrage pricing theory, macroeconomic multifactor models, and fundamental multifactor ...
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Standard and harmonize : Tax arbitrage
... by Arbitrage Pricing Theory (APT), estimate prices arbitrage free interval, both gross value and net of ...make arbitrage opportunities foreing to mechanism of markets, despite to bear ...
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A Jump Telegraph Model for Option Pricing
... Option pricing models based on the exponential Brownian motion have well known limitations. These models have infinite propagation velocities, independent log-returns increments on separated time intervals among ...
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Sistemas de pricing alternativos para la industria molinera en Argentina
... fundamentalmente porque hay un canibalismo de las marcas y de las empresas por ganar una cuota parte de mercado que creen que si bajo rápido gano un cliente y si subo más despacio gano otro. Es un mercado muy particular ...
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Essays in information and asset pricing
... asset pricing typically abstract one from the ...asset pricing models focus on the pricing of risk assuming that all efficiency issues have been resolved, and that investors have homogenous beliefs; ...
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Estrategia de pricing basada en valor y su aplicación en la industria
... de pricing es aquella basada en el valor percibido del ...de pricing, mediante el entendimiento del contexto de mercado, la determinación de los aspectos más relevantes de las prácticas actuales, la ...
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On Theory in Ecology
... different levels of bio- logical organization, from genomes to ecosystems. Empirical data are generally consistent with predictions of the MTE that size and temperature constrain diverse rate processes, including DNA ...
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Active Learning and Dynamic Pricing Policies
... In the future, we intend to continue calibrating some of the parameters of the dynamic simulation model of the demand and pricing, using actual data on demand and on the sales process. Another line of future ...
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Control Motor
... A Schema Theory Of Discrete Motor Skill Learning.. Motor schema theory after 27 years: reflections and implications for a new theory.[r] ...
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The simulation of a toll-ring scheme for Madrid: an efficiency and equity analysis.
... The approach adopted in this paper is based on a demand model defined by calibrating the simulator software for travel demand, VISUM. In this model, the demand data is obtained from the Mobility survey of the region of ...
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Pharmaceutical innovation, reference pricing and therapeutic classes
... When pricing based on therapeutic equivalence is implemented, the overall level of incentives to innovate is of course reduced, but the structure of innovations is also profoundly ...particular, pricing ...
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Optimización del peaje en autopistas interurbanas que compiten con carreteras convencionales libres de pago : una perspectiva de eficiencia y equidad
... congestion pricing sobre el desarrollo económico (Litman, ...un pricing eficiente, que debe reflejar los costes marginales, y no deberían existir costes externos significantes a no ser que estuviesen ...
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Grounded theory
... La ‘Grounded theory’ considera la perspectiva de caso más que la de variable, aunque esta distinción es casi imposible de hacer. Significa en parte que el investigador toma casos diferentes en conjunto, en los que ...
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Communication Theory
... semiotic theory rather than focusing only on the physical signal, as intended from the informa- tional model with sophisticated and efficient statistical procedures to eliminate noise and ...
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Art – Call it a tenner-The role of pricing in the arts 1 – Arts Council England – 2007
... As the only purpose-built professional arts venue in Cornwall apart from Tate St Ives, Truro’s Hall for Cornwall faces several major challenges, though perhaps none as life threatening as the initial loss of £300,000 in ...
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State-dependent nominal rigidities & disinflation programs in small open economies
... Experiences of high-inflation economies suggest that exchange rate-based (ERB) and money-based (MB) disinflations induce sharply different dynamics in consumption and GDP. I study the role of nominal rigidities to ...
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Strategic alliances in Mexico : effects on the value of the firms
... Sorne other important remaining theories for why mergers occur and they are said to create value are: Efficiency theory: Agency theory; Managerialism theory; Winner's Curse Hubris theory[r] ...
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