Asset pricing

Results: 930



#Item
401Investment / Financial markets / Mathematical finance / Financial risk / Actuarial science / Modern portfolio theory / Risk parity / Portfolio / Capital asset pricing model / Financial economics / Finance / Economics

Financial Analysts Journal Volume 68  Number 1 ©2012 CFA Institute Leverage Aversion and Risk Parity Clifford S. Asness, Andrea Frazzini, and Lasse H. Pedersen

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Source URL: www.econ.yale.edu

Language: English - Date: 2013-02-18 10:54:21
402Economics / Dividend imputation / Dividend / Cost of capital / Capital asset pricing model / Special dividend / Rate of return / Corporate tax / Ex-dividend date / Dividends / Finance / Financial economics

Microsoft Word - AER-GAMMA-Final.doc

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Source URL: www.aer.gov.au

Language: English - Date: 2012-08-27 17:53:19
403Finance / Investment / Volatility / Implied volatility / Black–Scholes / Stochastic volatility / Volatility smile / Mathematical finance / Financial economics / Options

Continuous time option pricing with scheduled jumps in the underlying asset by Dmitry Storcheus and Sergey Gelman discussed by Mikhail Chernov (LSE and CEPR)

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Source URL: www.hse.ru

Language: English - Date: 2011-12-22 01:02:41
404Mathematical finance / Financial risk / Actuarial science / Financial markets / Utility / Risk-neutral measure / Risk premium / Fundamental theorem of asset pricing / Risk / Financial economics / Economics / Finance

NBER WORKING PAPER SERIES THE RECOVERY THEOREM Stephen A. Ross Working Paper[removed]http://www.nber.org/papers/w17323

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2013-12-08 15:37:01
405Statistics / Financial markets / Fama–French three-factor model / Capital asset pricing model / T-statistic / Financial economics / Economics / Mathematical finance

UNIVERSITY OF ROCHESTER William E. Simon Graduate School of Business Administration FIN 532 Professors Novy-Marx and Schwert

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Source URL: schwert.ssb.rochester.edu

Language: English - Date: 2012-03-22 00:00:00
406Mathematics / Markov chain / Risk-neutral measure / State prices / Arrow–Debreu model / Stochastic matrix / Perron–Frobenius theorem / Risk / Capital asset pricing model / Mathematical finance / Financial economics / Economics

Risk, Return, and Ross Recovery The Journal of Derivatives[removed]:[removed]Downloaded from www.iijournals.com by PETER CARR on[removed]It is illegal to make unauthorized copies of this article, forward to an unauthori

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Source URL: www.math.cmu.edu

Language: English - Date: 2012-11-02 12:39:08
407Financial markets / Behavioral finance / Stock market / Mathematical finance / Efficient-market hypothesis / Behavioral economics / Momentum / Capital asset pricing model / Share price / Financial economics / Finance / Economics

European Financial Management, Vol. 14, No. 1, 2007, 12–29 doi: [removed]j.1468-036X[removed]x Behavioural Finance: A Review and Synthesis Avanidhar Subrahmanyam

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Source URL: www.bengrahaminvesting.ca

Language: English - Date: 2009-12-02 10:31:09
408Finance / Financial markets / Capital asset pricing model / Beta / Cost of capital / Risk premium / Cost of equity / Corporate finance / Risk factor / Financial economics / Mathematical finance / Economics

[removed]Access Arrangement Information

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Source URL: www.aer.gov.au

Language: English - Date: 2014-12-10 00:54:32
409Financial markets / Financial risk / Investment / Actuarial science / Asset allocation / Modern portfolio theory / Flight-to-quality / Share price / Capital asset pricing model / Financial economics / Economics / Finance

Microsoft Word - kansi.doc

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Source URL: www.econstor.eu

Language: English - Date: 2012-09-22 14:41:47
410Seattle Mariners all-time roster / Algebraic geometry / Field theory / Valuation

Lancaster University Management School Working Paper[removed]Multiperiod Asset Pricing in the Presence of Transaction Costs and Taxes

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Source URL: eprints.lancs.ac.uk

Language: English - Date: 2011-07-11 17:01:20
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