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Asset pricing
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#	Item
51	Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-01-17 16:12:29 Mathematical finance Capital asset pricing model Beta Arbitrage pricing theory Financial economics Alpha FamaFrench three-factor model Cost of capital Risk factor Finance Equity premium puzzle Untradable assets
52	Reference-dependent preferences and the risk-return trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu February 2016 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market. Add to Reading List Source URL: users.cla.umn.edu Language: English - Date: 2016-02-04 22:18:26 Mathematical finance Investment Financial ratios Financial markets Technical analysis Capital asset pricing model Beta Volatility Market sentiment Risk Rate of return
53	Cahier de rechercheThe q-factor and the Fama and French asset pricing models: Hedge fund evidence Greg Gregoriou Add to Reading List Source URL: www.cifo.uqam.ca Language: English - Date: 2016-04-19 18:01:04 Financial markets Financial economics Mathematical finance FamaFrench three-factor model Investment Financial risk Risk factor Hedge fund Cost of capital Beta Market portfolio Carhart four-factor model
54	Main Results and Relevance to the Q Group Mission A central question in asset management is how to correctly measure risk. Fifty years ago Jack Treynor, along with Bill Sharpe and others, developed the Capital Asset Pric Add to Reading List Source URL: www.q-group.org Language: English Finance Money Economy Investment Mathematical finance Financial markets Financial risk Financial ratios Capital asset pricing model Investment management Beta Alpha
55	Global oil prices and Chinese energy and resource stocks Add to Reading List Source URL: www.seec.surrey.ac.uk Language: English - Date: 2011-01-19 10:14:33 Economy Mathematical finance Finance Money Price of oil SEEC Autoregressive conditional heteroskedasticity Capital asset pricing model Volatility Energy industry
56	http://www.people.usi.ch/franzonf/phd.htm Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2015-04-15 10:05:31 Finance Money Economy Mathematical finance Financial economics Financial markets Futures contract Efficient-market hypothesis Hedge fund Capital asset pricing model
57	Asset pricing with fluctuating riskless rates* Konark Saxena University of New South Wales, UNSW Business School, Room 316, Sydney, NSW 2052, Australia February 15, 2016 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2016-02-22 04:17:55 Economy Finance Money Mathematical finance Capital asset pricing model Beta Covariance Intertemporal CAPM Futures contract Cost of capital Ordinary least squares Untradable assets
58	ECON-GA 2021 — Financial Economics I NYU, Fall 2014 — Topics in Asset Pricing Theory Jaroslav Boroviˇcka Syllabus Lecture: Add to Reading List Source URL: borovicka.org Language: English - Date: 2015-05-14 19:53:42 Economy Mathematical finance Finance Money Fellows of the Econometric Society Guggenheim Fellows Financial economics Econometricians Lars Peter Hansen Financial econometrics Quantitative analyst Jos Scheinkman
59	A reprinted article from Volume 15, Number, 2014 Investment T H E J O U R N A L Add to Reading List Source URL: www.imca.org Language: English - Date: 2015-04-14 14:09:31 Money Finance Economy Financial markets Financial economics Financial risk modeling Investment Asset allocation Modern portfolio theory Investment management Capital asset pricing model Valuation
60	Replicating Portfolios Complex modelling made simple SAV Versammlung by Jolanta Tubis 10 September 2010 Add to Reading List Source URL: actuaries.ch Language: English - Date: 2012-03-26 06:39:02 Economy Actuarial science Finance Money Mathematical finance Insurance Pricing Investment Replicating portfolio Watson Option Asset allocation

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