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Capital asset pricing model
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11	doi:S0927 Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2007-12-06 11:00:14 Statistics Mathematical finance Probability Mathematical analysis Kurtosis Volatility Laplace distribution Heavy-tailed distribution BlackScholes model Normal distribution Capital asset pricing model Probability distribution
12	The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:01:36 Economy Money Finance Mathematical finance Equity premium puzzle Beta Risk-free interest rate Risk premium Rare disasters Interest rate Consumption-based capital asset pricing model Quantitative analyst
13	Microsoft Word - Volatility-of-volatility Risk in Asset Pricing_tfc_1122 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:02:25 Mathematical finance Finance Money Economy Volatility Implied volatility VIX Variance risk premium Beta Capital asset pricing model Financial risk Market risk
14	Structural Dynamic Analysis of Systematic Risk Laurent Calvet, Veronika Czellar and Christian Gouri´ eroux∗ First version: August 2014 This version: December 27, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:16:55 Mathematical finance Finance Money Applied mathematics Volatility Stochastic volatility Beta Capital asset pricing model
15	RUTGERS FINANCIAL STATISTICS AND RISK MANAGEMENT PROGRAM (FSRM) FOUNDATIONS OF FINANCIAL STATISTICS AND RISK MANAGEMENT 16:958:5 Week 1) Finance and The Financial Environment  Principles of Finance and Financial Marke Add to Reading List Source URL: www.bbhub.io Language: English - Date: 2016-05-31 14:24:48 Economy Finance Money Mathematical finance Futures contract Arbitrage Derivative BlackScholes model Interest rate swap Financial risk Capital asset pricing model Fixed income
16	Universa Working White Paper January 2015 Capital Asset Pricing Mistakes: The Consistent Opportunities in Tail Hedged Equities Add to Reading List Source URL: www.anderson.ucla.edu Language: English - Date: 2016-08-20 04:10:14 Finance Money Economy Mathematical finance Beta Mark Spitznagel Capital asset pricing model Diversification Quantitative analyst Asset allocation
17	Course: Asset Pricing Faculty: Add to Reading List Source URL: idea.uab.es Language: English - Date: 2016-07-20 05:14:35 Economy Finance Money Mathematical finance Financial markets Options Financial economics Pricing Capital asset pricing model BlackScholes model Arbitrage pricing theory Valuation
18	Betting against Beta or Demand for Lottery Turan G. Bali† Stephen J. Brown‡ Scott Murray§ Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 19:13:10 Finance Money Economy Mathematical finance Financial markets Investment Financial ratios Financial risk Beta Capital asset pricing model Alpha Market liquidity
19	Hysteresis bands on returns, holding period and transaction costs F. Delgadoy- B. Dumasz- G.W. Puopolox Abstract In the presence of transactions costs, no matter how small, arbitrage activity does not necessarily render Add to Reading List Source URL: faculty.insead.edu Language: English - Date: 2014-10-27 09:41:43 Mathematical finance Financial economics Financial markets Portfolio optimization Arbitrage Capital asset pricing model Futures contract Forward contract Rebalancing investments Financial risk Valuation Arbitrage pricing theory
20	Factor-based investing Vanguard Research Scott N. Pappas, CFA; Joel M. Dickson, Ph.D. Add to Reading List Source URL: personal.vanguard.com Language: English - Date: 2015-04-17 09:29:10 Mathematical finance Investment Financial economics Financial markets Fundamental analysis FamaFrench three-factor model Beta Style investing Arbitrage pricing theory Capital asset pricing model Value investing Active management