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Capital asset pricing model
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31	Cahier de rechercheThe q-factor and the Fama and French asset pricing models: Hedge fund evidence Greg Gregoriou Add to Reading List Source URL: www.cifo.uqam.ca Language: English - Date: 2016-04-19 18:01:04 Financial markets Financial economics Mathematical finance FamaFrench three-factor model Investment Financial risk Risk factor Hedge fund Cost of capital Beta Market portfolio Carhart four-factor model
32	Main Results and Relevance to the Q Group Mission A central question in asset management is how to correctly measure risk. Fifty years ago Jack Treynor, along with Bill Sharpe and others, developed the Capital Asset Pric Add to Reading List Source URL: www.q-group.org Language: English Finance Money Economy Investment Mathematical finance Financial markets Financial risk Financial ratios Capital asset pricing model Investment management Beta Alpha
33	Global oil prices and Chinese energy and resource stocks Add to Reading List Source URL: www.seec.surrey.ac.uk Language: English - Date: 2011-01-19 10:14:33 Economy Mathematical finance Finance Money Price of oil SEEC Autoregressive conditional heteroskedasticity Capital asset pricing model Volatility Energy industry
34	http://www.people.usi.ch/franzonf/phd.htm Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2015-04-15 10:05:31 Finance Money Economy Mathematical finance Financial economics Financial markets Futures contract Efficient-market hypothesis Hedge fund Capital asset pricing model
35	Asset pricing with fluctuating riskless rates* Konark Saxena University of New South Wales, UNSW Business School, Room 316, Sydney, NSW 2052, Australia February 15, 2016 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2016-02-22 04:17:55 Economy Finance Money Mathematical finance Capital asset pricing model Beta Covariance Intertemporal CAPM Futures contract Cost of capital Ordinary least squares Untradable assets
36	A reprinted article from Volume 15, Number, 2014 Investment T H E J O U R N A L Add to Reading List Source URL: www.imca.org Language: English - Date: 2015-04-14 14:09:31 Money Finance Economy Financial markets Financial economics Financial risk modeling Investment Asset allocation Modern portfolio theory Investment management Capital asset pricing model Valuation
37	The International CAPM Redux Francesca Brusa Tarun Ramadorai Adrien Verdelhan∗ Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-01-28 18:19:13 Mathematical 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
38	Microsoft Word - CGS asset pricing Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:03:38 Mathematical 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
39	Microsoft Word - Abstract Hugues Langlois.docx Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2015-11-05 05:02:13 Economy Finance Money Mathematical finance Financial markets Investment Financial economics Idiosyncrasy Financial risk Portfolio Arbitrage pricing theory Capital asset pricing model
40	Microsoft Word - syllabus_asset_pricing_lugano_v3.docx Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2015-07-29 06:52:14 Mathematical finance Capital asset pricing model Financial economics Rational pricing

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