Asset pricing

Results: 930



#Item
191Investment banks / Mathematical finance / Financial markets / Credit Suisse / First Boston / Hedge fund / Capital asset pricing model / Volatility / Stock market / Financial economics / Investment / Finance

April 9, 2002 Volume 1, Issue 7 A Tail of Two Worlds Fat Tails and Investing “[Victor Niederhoffer] looked at markets as a casino where people act as gamblers and where

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Source URL: www.trendfollowing.com

Language: English - Date: 2006-01-09 07:46:37
192Financial markets / Economics / Arbitrage / Risk-neutral measure / Fundamental theorem of asset pricing / Futures contract / Portfolio / Derivative / Valuation / Financial economics / Finance / Mathematical finance

Editors: Department of Business Administration Faculty of Business Administration and Economics Passau University Germany

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2009-03-14 09:55:18
193Economics / Mathematical finance / Financial markets / Investment / Sharpe ratio / Rate of return / P/E ratio / Capital asset pricing model / Dividend / Financial economics / Financial ratios / Finance

Time-variation in market efficiency: a mixture-of-distributions approach John P. Hussman, Ph.D. AprilThis paper has been reprinted and distributed for academic and informational purposes only.

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Source URL: www.hussmanfunds.com

Language: English - Date: 2012-05-22 22:51:14
194Financial markets / Mathematical finance / Financial ratios / Investment / Capital asset pricing model / Fama–MacBeth regression / Beta / Kenneth French / Quantitative analyst / Financial economics / Finance / Economics

INFORMATION DIFFUSION BASED EXPLANATIONS OF ASSET PRICING ANOMALIES Athanasios Bolmatis University of California, Los Angeles

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Source URL: www.bostonfed.org

Language: English - Date: 2007-09-11 17:58:21
195Mathematical finance / Investment / Financial markets / Email / Harry Markowitz / Modern portfolio theory / Capital asset pricing model / Tutorial / Textbook / Financial economics / Economics / Finance

Financial Mathematics III SUBJECT GUIDE Semester 1, 2015 Prepared by

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Source URL: cf.fbe.unimelb.edu.au

Language: English - Date: 2015-04-26 21:59:10
196Business / Finance / Competition / Marketing / Asset / Real estate / Ex-dividend date / Dividend / Economics / Financial economics / Pricing

TRUSTprocessor Add-On Module Overview: Interactive Data Interface FUNCTION: The Interactive Data Interface provides an electronic import of data in three areas:

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Source URL: www.hwainternational.com

Language: English - Date: 2013-07-14 16:04:23
197Capital / Behavioral finance / Actuarial science / Modigliani–Miller theorem / JEL classification codes / Corporate finance / Capital asset pricing model / Behavioral economics / Financial capital / Economics / Financial economics / Finance

QUCEH WORKING PAPER SERIES http://www.quceh.org.uk/working-papers FINANCIAL HISTORY AND FINANCIAL ECONOMICS John D. Turner (Queen’s University Belfast)

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Source URL: www.quceh.org.uk

Language: English - Date: 2014-04-17 11:02:39
198Mathematical finance / Financial markets / Investment / Fama–French three-factor model / Financial ratios / Capital asset pricing model / Eugene Fama / Portfolio / Beta / Financial economics / Economics / Finance

Journal of Banking & Finance–1696 www.elsevier.com/locate/econbase A conditional multifactor analysis of return momentum Xueping Wu

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Source URL: personal.cityu.edu.hk

Language: English - Date: 2008-10-02 11:47:39
199Mathematical finance / Financial markets / Investment / Fama–French three-factor model / Capital asset pricing model / Modern portfolio theory / Beta / Stock trader / Portfolio / Financial economics / Finance / Economics

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS VOL 39. NO, 4, DECEMBER 2004 COPYRIGHT 2004, SCHOOL OF BUSINESS ADMINISTRATION, UNIVERSITC OF WASHINGTON, SEAnLE WA 93195

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Source URL: insidertrading.procon.org

Language: English - Date: 2009-04-27 13:36:48
200Financial economics / Control theory / Digital signal processing / Time series analysis / Fourier analysis / Shock / Capital asset pricing model / Impulse response / Filter / Mathematical finance / Mathematics / Mathematical analysis

Asset pricing in the frequency domain: theory and empirics Ian Dew-Becker and Stefano Giglio 2nd April 2013 Abstract In many a¢ne asset pricing models, the innovation to the pricing kernel is a function of

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2014-05-26 18:15:26
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