Asset pricing

Results: 930



#Item
61

Behavioral Asset Pricing JOIM Survey

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:14:38
    62Mathematical finance / Financial markets / Financial risk / Financial ratios / Financial economics / Capital asset pricing model / Beta / FamaFrench three-factor model / Systematic risk / Risk factor / Market risk / Foreign exchange market

    The International CAPM Redux Francesca Brusa Tarun Ramadorai Adrien Verdelhan∗

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    Source URL: www.q-group.org

    Language: English - Date: 2016-01-28 18:19:13
    63

    Examining Macroeconomic Models through the Lens of Asset Pricing∗ Jaroslav Boroviˇcka Lars Peter Hansen

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    Source URL: www.borovicka.org

    Language: English - Date: 2015-05-14 19:51:10
      64Actuarial science / Financial econometrics / Finance / Financial risk management / Financial risk / Corporate finance / Risk management / Financial economics / Risk / Systemic risk

      Overview: NCCR FINRISK Research Projects Third PhaseProject A1: “Behavioural Finance” / Leader: Thorsten Hens Project A2: “Macro Risk, Capital Flows and Asset Pricing in International Finance” / Lead

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      Source URL: www.nccr-finrisk.uzh.ch

      Language: English - Date: 2016-02-22 11:42:39
      65Mathematical finance / Financial economics / Financial markets / FamaFrench three-factor model / Beta / Capital asset pricing model / Cost of capital / Factor analysis / Estimator / Risk / FamaMacBeth regression / Single-index model

      Microsoft Word - CGS asset pricing

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      Source URL: www.q-group.org

      Language: English - Date: 2015-12-04 10:03:38
      66Fellows of the Econometric Society / Economy / Financial economics / Mathematical finance

      Microsoft Word - Syllabus_Plazzi_Empirical_Asset_Pricing_II

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      Source URL: www.istfin.eco.usi.ch

      Language: English - Date: 2011-10-07 08:50:01
      67

      Trading Cost of Asset Pricing Anomalies

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      Source URL: www.q-group.org

      Language: English - Date: 2016-03-29 13:58:35
        68Economy / Finance / Money / Mathematical finance / Financial markets / Investment / Financial economics / Idiosyncrasy / Financial risk / Portfolio / Arbitrage pricing theory / Capital asset pricing model

        Microsoft Word - Abstract Hugues Langlois.docx

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        Source URL: www.istfin.eco.usi.ch

        Language: English - Date: 2015-11-05 05:02:13
        69Mathematical finance / Capital asset pricing model / Financial economics / Rational pricing

        Microsoft Word - syllabus_asset_pricing_lugano_v3.docx

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        Source URL: www.istfin.eco.usi.ch

        Language: English - Date: 2015-07-29 06:52:14
        70

        Review of Asset Pricing Studies Advance Access published February 14, 2011 Jensen’s Inequality, Parameter Uncertainty, and Multi-period Investment Mark Grinblatt UCLA Anderson School of Management

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        Source URL: faculty.chicagobooth.edu

        Language: English - Date: 2011-03-14 11:13:28
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