Asset Pricing Models and Derivatives
A special issue of Journal of Risk and Financial Management (ISSN 1911-8074).
Deadline for manuscript submissions: closed (30 June 2024) | Viewed by 299
Special Issue Editor
Interests: asset pricing; derivatives; market efficiency; portfolio optimization
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
Financial models have been at the forefront of research in financial economics literature. Pioneering developments such as the capital asset pricing model (CAPM), arbitrage pricing theory (APT), Black and Scholes option pricing model have been widely applied since their development both in academics and in practice. The extension and application of these models and testing validity of these models have been extending the field of research ever since. With the development of artificial intelligence and advanced computing models, asset pricing models are taking new shapes and finding new applications. This Special Issue aims to collect scientific research, theoretical or empirical, with application of any of these models and their extension in stock, option, bond, futures and options market. This Special Issue also welcomes of application of any of these models in other disciplines such as accounting, data analytics, and social sciences.
Dr. Rafiqul Bhuyan
Guest Editor
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Keywords
- CAPM
- APT
- behavioral finance
- digital finance
- derivatives
- risk management
- asset pricing
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