Asset pricing - PDFSEARCH.IO - Document Search Engine

Asset pricing
Results: 930

#	Item
31	Structural Dynamic Analysis of Systematic Risk Laurent Calvet, Veronika Czellar and Christian Gouri´ eroux∗ First version: August 2014 This version: December 27, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:16:55 Mathematical finance Finance Money Applied mathematics Volatility Stochastic volatility Beta Capital asset pricing model
32	RUTGERS FINANCIAL STATISTICS AND RISK MANAGEMENT PROGRAM (FSRM) FOUNDATIONS OF FINANCIAL STATISTICS AND RISK MANAGEMENT 16:958:5 Week 1) Finance and The Financial Environment  Principles of Finance and Financial Marke Add to Reading List Source URL: www.bbhub.io Language: English - Date: 2016-05-31 14:24:48 Economy Finance Money Mathematical finance Futures contract Arbitrage Derivative BlackScholes model Interest rate swap Financial risk Capital asset pricing model Fixed income
33	Universa Working White Paper January 2015 Capital Asset Pricing Mistakes: The Consistent Opportunities in Tail Hedged Equities Add to Reading List Source URL: www.anderson.ucla.edu Language: English - Date: 2016-08-20 04:10:14 Finance Money Economy Mathematical finance Beta Mark Spitznagel Capital asset pricing model Diversification Quantitative analyst Asset allocation
34	Course: Asset Pricing Faculty: Add to Reading List Source URL: idea.uab.es Language: English - Date: 2016-07-20 05:14:35 Economy Finance Money Mathematical finance Financial markets Options Financial economics Pricing Capital asset pricing model BlackScholes model Arbitrage pricing theory Valuation
35	Betting against Beta or Demand for Lottery Turan G. Bali† Stephen J. Brown‡ Scott Murray§ Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 19:13:10 Finance Money Economy Mathematical finance Financial markets Investment Financial ratios Financial risk Beta Capital asset pricing model Alpha Market liquidity
36	Hysteresis bands on returns, holding period and transaction costs F. Delgadoy- B. Dumasz- G.W. Puopolox Abstract In the presence of transactions costs, no matter how small, arbitrage activity does not necessarily render Add to Reading List Source URL: faculty.insead.edu Language: English - Date: 2014-10-27 09:41:43 Mathematical finance Financial economics Financial markets Portfolio optimization Arbitrage Capital asset pricing model Futures contract Forward contract Rebalancing investments Financial risk Valuation Arbitrage pricing theory
37	Active Trading: Exploiting Asset Pricing Anomalies Instructor: e-mail: Office hours: Jacob Boudoukh Add to Reading List Source URL: www.faculty.idc.ac.il Language: English - Date: 2006-07-11 07:26:51 Financial markets Actuarial science Financial risk Investment Trading strategy Quantitative analyst Value at risk Backtesting Finance Market timing Technical analysis Fama-DFA Prize
38	Factor-based investing Vanguard Research Scott N. Pappas, CFA; Joel M. Dickson, Ph.D. Add to Reading List Source URL: personal.vanguard.com Language: English - Date: 2015-04-17 09:29:10 Mathematical finance Investment Financial economics Financial markets Fundamental analysis FamaFrench three-factor model Beta Style investing Arbitrage pricing theory Capital asset pricing model Value investing Active management
39	Rollover Risk and Market Freezes VIRAL V. ACHARYA DOUGLAS GALE TANJU YORULMAZER January 20, 2011 Add to Reading List Source URL: www.econ.nyu.edu Language: English - Date: 2011-01-21 10:23:43 Systemic risk Debt Asset liability management Banking Insurance Liability Repurchase agreement Asset-backed commercial paper Leverage Rational pricing
40	The complexity of the stock mmket “. . . a web of interrelated return effects.” Bruce I . lacobs and Kenneth N.Levy I Add to Reading List Source URL: www.jlem.com Language: English - Date: 2008-10-02 08:16:06 Financial markets Mathematical finance Investment Financial economics Behavioral finance Capital asset pricing model Efficient-market hypothesis Beta Market anomaly Investment management Rate of return Index fund