Asset pricing

Results: 930



#Item
101

DELFT UNIVERSITY OF TECHNOLOGY REPORTMulti-asset option pricing using a parallel Fourier-based technique C.C.W. Leentvaar and C.W. Oosterlee

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Source URL: www.ewi.tudelft.nl

Language: English - Date: 2011-05-11 08:16:56
    102

    The Illiquidity of Corporate Bonds Jack Bao, Jun Pan, and Jiang Wang∗ July 15, 2010 Abstract This paper examines the illiquidity of corporate bonds and its asset-pricing implications.

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    Source URL: www.mit.edu

    Language: English - Date: 2010-07-15 05:30:20
      103

      Climbing and Falling Off the Ladder: Asset Pricing Implications of Labor Market Event Risk Lawrence Schmidt∗ University of California, San Diego (Job Market Paper) This version: January 2015

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      Source URL: econweb.ucsd.edu

      Language: English - Date: 2015-01-19 13:50:03
        104

        Consider an (endowment oriented) N -asset pricing environment given by max 1 = E0

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        Source URL: www.econ.nyu.edu

        Language: English - Date: 2013-03-27 15:55:27
          105

          An Asset-Pricing View of External Adjustment∗ Anna Pavlova Roberto Rigobon

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          Source URL: faculty.london.edu

          Language: English - Date: 2009-09-13 11:59:44
            106

            Housing as a Measure for Long-Run Risk in Asset Pricing

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            Source URL: www.bostonfed.org

            Language: English - Date: 2011-11-30 11:28:10
              107

              Review of Asset Pricing Studies Advance Access published March 16, 2012 Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks Malcolm Baker

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              Source URL: people.stern.nyu.edu

              Language: English - Date: 2013-03-15 15:55:03
                108

                The Equity Premium in Brock’s Asset Pricing Model ? Levent Akdeniz Faculty of Business Administration, Bilkent University. W. Davis Dechert

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                Source URL: www.ssc.wisc.edu

                Language: English - Date: 2008-10-28 10:19:38
                  109

                  A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM ‡ , F. PENKNER‡ , AND W. SCHACHERMAYER‡ ¨ B. ACCIAIO†‡ , M. BEIGLBOCK

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                  Source URL: www.mat.univie.ac.at

                  Language: English - Date: 2015-02-27 09:23:02
                    110

                    Advanced Asset Pricing00pm on Monday 30th March 2014 Priory Road, Complex E, Block 2E4, University of Bristol, BS8 1TX The aim of the workshop is to provide an overview of advanced asset pricing primarily based

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                    Source URL: www.swdtc.ac.uk

                    Language: English - Date: 2015-06-09 12:06:20
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