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Capital asset pricing model
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321	Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:52 Economics Volatility Capital asset pricing model Stochastic volatility Eric Ghysels Valuation of options Black–Scholes Option Skewness risk Mathematical finance Financial economics Finance
322	Strategic Asset Allocation and Commodities Commissioned by PIMCO Add to Reading List Source URL: corporate.morningstar.com Language: English - Date: 2006-10-12 16:01:13 Economics Mathematical finance Financial risk Financial services Asset allocation Modern portfolio theory Black–Litterman model Capital asset pricing model Diversification Financial economics Investment Finance
323	Federal Reserve Bank of New York Staff Reports Betting against Beta (and Gamma) Using Government Bonds Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2015-01-20 09:22:58 Financial markets Investment Actuarial science Mathematical finance Beta Asset allocation Capital asset pricing model Risk parity Equity premium puzzle Financial economics Economics Finance
324	Microsoft Word - Discussion Paper_V3.doc Add to Reading List Source URL: sml.zhaw.ch Language: English - Date: 2013-08-19 08:22:24 Investment Mathematical finance Financial risk Financial markets Financial services Capital asset pricing model Beta Hedge fund Liquidity risk Financial economics Finance Economics
325	Higher Order Expectations in Asset Pricing Philippe Bacchetta and Eric van Wincoop Working Paper 04.03 Add to Reading List Source URL: www.szgerzensee.ch Language: English - Date: 2006-05-16 05:50:56 Financial markets Macroeconomics New classical macroeconomics Mathematical finance Rational expectations Futures contract Valuation Forward contract Capital asset pricing model Finance Financial economics Economics
326	Alpha, Beta, and Now…Gamma David Blanchett, CFA , CFP® Head of Retirement Research Morningstar Investment Management Paul Kaplan, Ph.D., CFA Add to Reading List Source URL: corporate.morningstar.com Language: English - Date: 2013-10-17 14:16:46 Economics Asset location Morningstar Inc. Asset allocation Investment management Collective investment scheme Capital asset pricing model Valuation Portfolio optimization Financial economics Investment Finance
327	Microsoft Word - Size Value and the CAPM_2005_05.doc Add to Reading List Source URL: www.bengrahaminvesting.ca Language: English - Date: 2007-09-17 11:20:26 Financial markets Financial ratios Stock market Mathematical finance P/B ratio Fama–French three-factor model Capital asset pricing model Eugene Fama Value premium Financial economics Finance Economics
328	Minimum-Variance Portfolios in the U.S. Equity Market Reducing volatility without sacrificing returns. Roger Clarke, Harindra de Silva, and Steven Thorley Add to Reading List Source URL: www.efalken.com Language: English - Date: 2014-12-02 13:53:46 Mathematical finance Financial risk Investment Data analysis Modern portfolio theory Portfolio optimization Capital asset pricing model Diversification Beta Financial economics Statistics Finance
329	JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS DECEMBER 1975 RISK AMD THE RATE OF RETUR1^I ON FINANCIAL ASSETS: SOME OLD VJINE IN NEW BOTTLES Add to Reading List Source URL: www.efalken.com Language: English - Date: 2014-12-02 13:54:03 Mathematical finance Financial markets Financial risk Actuarial science Capital asset pricing model Diversification Standard deviation Efficient-market hypothesis Risk Financial economics Economics Finance
330	VOLUME 40 NUMBER 4 www.iijpm.com SUMMER 2014 Add to Reading List Source URL: www.iinews.com Language: English Economics Beta Volatility Robert D. Arnott Capital asset pricing model Fama–French three-factor model Tracking error Implied volatility VIX Financial economics Mathematical finance Finance

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