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Asset pricing
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#	Item
71	Anna Cieslak conducts research in macro-finance and empirical asset pricing with emphasis on fixed income markets. Her recent work studies the dynamics of the Treasury yield curve, including Treasury risk premia, the beh Add to Reading List Source URL: go.fuqua.duke.edu - Date: 2015-07-10 10:12:56
72	The International CAPM Redux Francesca Brusa (Oxford) Tarun Ramadorai (Oxford and CEPR) Adrien Verdelhan (MIT Sloan and NBER) March 2015 Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-01-28 18:04:24 Economy Finance Money Mathematical finance Capital asset pricing model Risk factor Alpha Factor theory Untradable assets
73	Prospect Theory and the Risk-Return Trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu September 2013 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market, a fundamental principle i Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:57 Mathematical finance Capital asset pricing model Volatility Beta Equity premium puzzle Economic bubble Risk Rate of return Financial risk Alpha Market sentiment Upside risk
74	Cross-Sectional Asset Pricing with Individual Stocks: Betas versus Characteristics Tarun Chordia, Amit Goyal, and Jay Shanken Main question Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:03:34 Mathematical finance Beta Fundamental analysis
75	Asset Pricing with Countercyclical Household Consumption Risk* George M. Constantinides Anisha Ghosh Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2016-03-01 04:09:05 Economy Economics Financial economics Economic puzzles Behavioral finance Equity premium puzzle Prospect theory Stock market Elasticity of intertemporal substitution Rare disasters Finance Profit
76	Asset Pricing in Continuous Time Paul Schneider October 4, 2013 1 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2013-10-07 03:07:57 Economy Mathematical finance Academia Finance Financial economics Financial econometrics Economic model Risk Fabio Mercurio Damiano Brigo
77	Examining Macroeconomic Models through the Lens of Asset Pricing∗ Jaroslav Boroviˇcka Lars Peter Hansen Add to Reading List Source URL: borovicka.org Language: English - Date: 2015-05-14 19:51:10 Mathematical finance Economy Academia Economics Stochastic discount factor Price elasticity of demand Economic model Shock Stochastic volatility Lars Peter Hansen Volatility
78	Asset Pricing Instructor: Fabio Trojani Material: • Lecture notes Additional references: [1] Cochrane, J. 2001, Asset Pricing, Princeton University Press. Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-07-25 09:24:48 Economy Mathematical finance Finance Money Financial economics Stochastic discount factor Stochastic volatility Valuation Economic model Financial econometrics Certificate in Quantitative Finance
79	Impossible Frontiers∗ Thomas J. Brennan† and Andrew W. Lo‡ This Draft: December 7, 2009 Abstract A key result of the Capital Asset Pricing Model (CAPM) is that the market portfolio— the portfolio of all assets in Add to Reading List Source URL: alo.mit.edu Language: English - Date: 2015-08-07 16:58:08
80	Discussion “An Equilibrium Asset Pricing Model with Labor Market Search” by Lars-Alexander Kuehn, Nicolas Petrosky-Nadeau and Lu Zhang Thijs van Rens University of Warwick, Centre for Macroeconomics, IZA and CEPR Add to Reading List Source URL: www.thijsvanrens.com Language: English - Date: 2013-06-17 13:55:18

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