Asset pricing

Results: 930



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81

Part 1: Brownian motion and Kolmogorov complexity Part 2: Teaching asset pricing using GTP Bjørn Kjos-Hanssen University of Hawai‘i at M¯anoa

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Source URL: kenshi.miyabe.name

Language: English - Date: 2012-11-14 20:15:12
    82Economy / Finance / Money / Mathematical finance / Financial markets / Financial economics / Financial ratios / Basel II / Arbitrage pricing theory / Capital asset pricing model / Rate of return / Bond

    PDF Document

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    Source URL: www.northinfo.com

    Language: English - Date: 2015-02-03 11:52:54
    83

    The Game-Theoretic Capital Asset Pricing Model Vladimir Vovk Glenn Shafer∗ March 3, 2002 ∗ Vovk

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    Source URL: www.probabilityandfinance.com

    Language: English - Date: 2003-01-07 13:04:26
      84

      The Capital Asset Pricing Model as a corollary of the Black–Scholes model Vladimir Vovk The Game-Theoretic Probability and Finance Project Working Paper #39

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      Source URL: www.probabilityandfinance.com

      Language: English - Date: 2011-09-26 12:24:58
        85Estimation theory / Mathematical finance / Statistical inference / M-estimators / Capital asset pricing model / Beta / Fama–French three-factor model / Estimator / Maximum likelihood / Statistics / Financial economics / Economics

        Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSD

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        Source URL: www.jasonhsu.org

        Language: English - Date: 2012-05-28 17:49:11
        86Mathematical finance / Economics / Investment / Financial risk / Capital asset pricing model / Fundamentally based indexes / Investment management / Beta / Risk premium / Financial economics / Finance / Financial markets

        JOURNAL OF INVESTMENT MANAGEMENT, Vol. 6, No. 1, (2008), pp. 1–11 © JOIM 2008 JOIM www.joim.com

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        Source URL: www.jasonhsu.org

        Language: English - Date: 2012-06-04 02:32:15
        87Manufacturing / Supply chain management / Marketing / Pricing / Asset specificity / Outsourcing / Just in time / Purchasing / Business / Technology / Management

        Subcontractors for Tractors: Theory and Evidence on Flexible Specialization, Supplier Selection, and Contracting∗ Tahir Andrabi Maitreesh Ghatak

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        Source URL: www.hks.harvard.edu

        Language: English - Date: 2015-01-07 16:11:21
        88Normal distribution / Constructible universe

        Multiple Equilibria in a Simple Asset Pricing Model∗ Todd B. Walker† Indiana University Charles H. Whiteman‡ University of Iowa

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        Source URL: pages.iu.edu

        Language: English - Date: 2007-03-02 09:38:20
        89Economics / Financial markets / Investment / Financial risk / Capital asset pricing model / Mutual fund separation theorem / Alpha / Market portfolio / General equilibrium theory / Financial economics / Mathematical finance / Finance

        Prices And Portfolio Choices In Financial Markets: Econometric Evidence. Peter Bossaerts‡ , Charles Plott§ , William Zame¶ This version: MarchFirst version: September 2001)

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        Source URL: www.econ.ucla.edu

        Language: English - Date: 2002-04-12 07:16:00
        90Economics / Financial markets / Pricing / Arbitrage pricing theory / Capital asset pricing model / Financial risk / Risk factor / Beta / Systematic risk / Financial economics / Mathematical finance / Finance

        Study On Asset Prices And Arbitrage Pricing Theory Asset prices are commonly believed to react sensitively to economic news. Daily experience seems to support the view that individual asset prices are influenced by a wid

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        Source URL: eagle-essays.com

        Language: English - Date: 2015-03-10 11:24:25
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