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Asset pricing
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21	A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:14:37 Economy Finance Money Financial markets Mathematical finance Arbitrage Futures contract Capital asset pricing model Risk arbitrage Equity premium puzzle Forward contract Market liquidity
22	The Value Priority Hypotheses for Consumer Budget Plans John R. Hauser; Glen L. Urban The Journal of Consumer Research, Vol. 12, No. 4. (Mar., 1986), ppStable URL: http://links.jstor.org/sici?sici=%28 Add to Reading List Source URL: ebusiness.mit.edu Language: English - Date: 2007-10-21 15:53:39 Economy Economics Consumer theory Goods Utility Marginal concepts Pricing Shadow price Marginal utility Consumer behaviour Durable good Asset
23	Submitted to Management Science manuscript MSR1 Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template do Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2016-08-02 03:48:05 Economy Finance Money Mathematical finance Arbitrage pricing theory Capital asset pricing model Risk factor Financial economics Investment management Futures contract Alpha Derivative
24	Understanding Modern Portfolio Construction Cullen O. Roche February 22, 2016 ABSTRACT Add to Reading List Source URL: 4ctbn02lk8sw43goqj1005cq.wpengine.netdna-cdn.com Language: English - Date: 2016-03-03 20:58:08 Economy Finance Money Investment Mathematical finance Financial risk Financial markets Financial economics Asset allocation Modern portfolio theory Capital asset pricing model Risk parity
25	Microsoft Word - The Death of Common Sense（HP掲載）.doc Add to Reading List Source URL: www.jiaa.or.jp Language: English - Date: 2015-08-18 22:29:31 Economy Finance Money Mathematical finance Investment Stock market Financial markets Financial economics Efficient-market hypothesis Capital asset pricing model Technical analysis Arbitrage pricing theory
26	SUBMISSION FOR JACK TREYNOR PRIZE Title: X-CAPM: An Extrapolative Capital Asset Pricing Model Authors: Nicholas Barberis, Robin Greenwood, Lawrence Jin, Andrei Shleifer Overview Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 19:13:07 Economy Finance Money Stock market Mathematical finance Behavioral finance Prospect theory Financial markets Capital asset pricing model Equity premium puzzle Behavioral economics Market sentiment
27	Financial Analysts Journal Volume 62 • Number 2 ©2006, CFA Institute Trimability and Fast Optimization of Long–Short Portfolios Add to Reading List Source URL: www.jlem.com Language: English - Date: 2012-02-06 14:13:03 Finance Money Economy Mathematical finance Financial economics Financial risk Investment Covariance and correlation Harry Markowitz Modern portfolio theory Portfolio optimization Capital asset pricing model
28	doi:S0927 Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2007-12-06 11:00:14 Statistics Mathematical finance Probability Mathematical analysis Kurtosis Volatility Laplace distribution Heavy-tailed distribution BlackScholes model Normal distribution Capital asset pricing model Probability distribution
29	The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:01:36 Economy Money Finance Mathematical finance Equity premium puzzle Beta Risk-free interest rate Risk premium Rare disasters Interest rate Consumption-based capital asset pricing model Quantitative analyst
30	Microsoft Word - Volatility-of-volatility Risk in Asset Pricing_tfc_1122 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:02:25 Mathematical finance Finance Money Economy Volatility Implied volatility VIX Variance risk premium Beta Capital asset pricing model Financial risk Market risk

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