Asset pricing - PDFSEARCH.IO - Document Search Engine

Asset pricing
Results: 930

#	Item
421	Shadow DP and Equilibrium Asset Pricing in Incomplete Financial Markets BERNARD DUMAS INSEAD, NBER, CEPR ANDREW LYASOFF Boston University, School of Management Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:11:51 Œ Marketing Economics Business General equilibrium theory Incomplete markets Mathematical finance Economic equilibrium
422	Journal of Economic Perspectives—Volume 18, Number 3—Summer 2004 —Pages 25– 46 The Capital Asset Pricing Model: Theory and Evidence Eugene F. Fama and Kenneth R. French Add to Reading List Source URL: www1.american.edu Language: English - Date: 2004-12-16 11:28:51 Finance Financial markets Investment Financial ratios Capital asset pricing model Beta Cost of capital Risk premium Eugene Fama Financial economics Mathematical finance Economics
423	Conditional Density Models for Asset Pricing Lane P. Hughston Department of Mathematics Imperial College London London SW7 2AZ, United Kingdom [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 17:13:36 Lane P. Hughston Option Stochastic volatility Futures contract Volatility Risk-neutral measure Fokker–Planck equation Mathematical finance Financial economics Finance
424	THE JOURNAL OF FINANCE • VOL. LIII, NO. 6 • DECEMBER[removed]Value versus Growth: The International Evidence EUGENE F. FAMA and KENNETH R. FRENCH* ABSTRACT Add to Reading List Source URL: www.bengrahaminvesting.ca Language: English - Date: 2007-09-17 11:20:38 Mathematical finance Financial markets Investment Personal finance Fama–French three-factor model Capital asset pricing model Eugene Fama Value premium Arbitrage pricing theory Financial economics Finance Economics
425	February[removed]Investor Psychology and Asset Pricing DAVID HIRSHLEIFER ABSTRACT Add to Reading List Source URL: www.bengrahaminvesting.ca Language: English - Date: 2006-09-19 13:57:57 Financial markets Mathematical finance Behavioral finance Behavioral economics Capital asset pricing model Cognitive bias Hedge fund Momentum Risk Financial economics Finance Economics
426	Complete Agreement, Tastes, and Asset Pricing Add to Reading List Source URL: www.bengrahaminvesting.ca Language: English - Date: 2007-09-17 11:20:01 Economics Financial markets Investment Capital asset pricing model Eugene Fama Efficient-market hypothesis Intertemporal CAPM Portfolio Valuation Financial economics Finance Mathematical finance
427	Microsoft Word - Guo_rfs_6449_r1.doc Add to Reading List Source URL: www.bengrahaminvesting.ca Language: English - Date: 2006-10-20 12:29:15 Economics Capital asset pricing model Beta Autoregressive conditional heteroskedasticity Volatility Rational pricing Standard deviation Fama–French three-factor model Intertemporal CAPM Mathematical finance Financial economics Statistics
428	Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:52 Economics Volatility Capital asset pricing model Stochastic volatility Eric Ghysels Valuation of options Black–Scholes Option Skewness risk Mathematical finance Financial economics Finance
429	Performance Rating of Funds of Hedge Funds Michel Philipp(1) , Andreas Ruckstuhl(1) , Peter Manz(2) , Marcel Dettling(1) , Franziskus Dürr(2) , Peter Meier(2) Institute of Data Analysis & Process Design (IDP) and Add to Reading List Source URL: sml.zhaw.ch Language: English - Date: 2013-08-19 08:22:27 Hedge fund Collective investment scheme Asset allocation Portfolio Sharpe ratio Capital asset pricing model Absolute return Financial risk Financial economics Investment Finance
430	Journal of Empirical Finance[removed] – 425 www.elsevier.com/locate/econbase A nonparametric test of market timing Wei Jiang * Finance and Economics Division, Columbia Business School, 3022 Broadway, New York, NY Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2003-05-29 09:49:07 Mathematical finance Financial risk Financial markets Financial services Market timing Capital asset pricing model Mutual fund Volatility Financial economics Finance Investment

UPDATE