Asset pricing

Results: 930



#Item
41Investment / Mathematical finance / Arbitrage pricing theory / Smart beta / Capital asset pricing model / Investment management / Beta / Kenneth French / Investment strategy / Alpha / Efficient-market hypothesis / Rebalancing investments

GUEST EDITORIAL Bruce I. Jacobs and Kenneth N. Levy, CFA Principals Jacobs Levy Equity Management Florham Park, New Jersey

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Source URL: www.jlem.com

Language: English - Date: 2015-01-07 10:46:34
42Mathematical finance / Financial risk / Behavioral finance / Stock market / Economic puzzles / Equity premium puzzle / Risk premium / Risk aversion / Sharpe ratio / Hyperbolic absolute risk aversion / Risk-neutral measure / Volatility

Revisiting Asset Pricing Anomalies in an Exchange Economy∗ Christine A. Parlour† Richard Stanton‡ Johan Walden§

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Source URL: www.hec.unil.ch

Language: English - Date: 2010-03-11 08:51:46
43Game theory / Financial markets / Mathematical finance / Market / Thorsten Hens / Capital asset pricing model / Economic equilibrium / General equilibrium theory / Nash equilibrium

Motivation The Basic Model Main Results Financial Markets: Behavioral Equilibrium and Evolutionary Dynamics

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Source URL: www.ccfz.ch

Language: English - Date: 2013-11-25 09:42:44
44Mathematical finance / Valuation / Fundamental analysis / Corporate finance / Cash flow / Discounted cash flow / First Chicago Method / Capital asset pricing model / Beta / Alpha / Business valuation / Venture capital

INTERNATIONAL JOURNAL OF BUSINESS, 18(3), 2013 ISSN: Valuation of Early Stage High-tech Start-up Companies

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Source URL: www.timgroup.ethz.ch

Language: English - Date: 2015-02-09 09:17:22
45Mathematical finance / Investment / Financial risk / Financial economics / Financial markets / Beta / Efficient-market hypothesis / Modern portfolio theory / Volatility / Value investing / Finance / Capital asset pricing model

Why portfolio theory is wrong “Suffice it to say that volatility and risk are not the same thing, but that for reasons which remain obscure most of the investment world chooses to treat them as if they are. The only o

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Source URL: thepriceofeverything.typepad.com

Language: English - Date: 2016-06-06 03:58:57
46Mathematical finance / Financial economics / Capital asset pricing model / Equity premium puzzle / Consumption-based capital asset pricing model / Elasticity of intertemporal substitution / Finance / Economics / Economic growth / Hyperbolic absolute risk aversion

Household Production and Asset Prices Zhi Da, Wei Yang, and Hayong Yun∗ November 2014 Abstract We empirically examine the asset pricing implications of the Beckerian framework of household production, where utility is

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Source URL: www3.nd.edu

Language: English - Date: 2014-11-10 14:13:15
47Mathematical finance / Financial markets / Investment / Financial economics / Financial ratios / Capital asset pricing model / Efficient-market hypothesis / Rate of return / Arbitrage pricing theory / Beta / Dividend / Stock market index

Reprinted with permission from — The International Newspaper of Money Management March 7, 1988 PORTFOLIO MANAGEMENT

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Source URL: www.jlem.com

Language: English - Date: 2008-10-02 08:14:22
48Financial markets / Investment / Financial regulation / Mathematical finance / Short selling / Short / Securities lending / Investment management / Rate of return

The Shorting Premium and Asset Pricing Anomalies Main Results and their Relevance for the Q-group We document large returns to shorting and reveal a tight relationship between this shorting premium and the returns to man

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 19:13:08
49Mathematical finance / Fundamental analysis / Behavioral finance / Financial economics / Financial markets / Risk premium / Beta / Consumption-based capital asset pricing model / Cost of capital / Equity premium puzzle / Cash flow / Financial risk

Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

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Source URL: www3.nd.edu

Language: English - Date: 2009-12-10 15:18:12
50Mathematical finance

Microsoft Word - Discrete time asset pricing.docx

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Source URL: gemwem.ch

Language: English - Date: 2016-01-27 10:58:32
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