Capital asset pricing model

Results: 678



#Item
41The International CAPM Redux Francesca Brusa (Oxford) Tarun Ramadorai (Oxford and CEPR) Adrien Verdelhan (MIT Sloan and NBER) March 2015

The International CAPM Redux Francesca Brusa (Oxford) Tarun Ramadorai (Oxford and CEPR) Adrien Verdelhan (MIT Sloan and NBER) March 2015

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Source URL: www.q-group.org

Language: English - Date: 2016-01-28 18:04:24
42Prospect 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

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

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:57
43Impossible 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

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

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Source URL: alo.mit.edu

Language: English - Date: 2015-08-07 16:58:08
    44

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    Source URL: www.northinfo.com

    Language: English - Date: 2015-02-03 11:52:54
    45The Game-Theoretic Capital Asset Pricing Model Vladimir Vovk Glenn Shafer∗ March 3, 2002 ∗ Vovk

    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
      46The Capital Asset Pricing Model as a corollary of the Black–Scholes model Vladimir Vovk The Game-Theoretic Probability and Finance Project Working Paper #39

      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
        47Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSD

        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
        48JOURNAL OF INVESTMENT MANAGEMENT, Vol. 6, No. 1, (2008), pp. 1–11 © JOIM 2008 JOIM www.joim.com

        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
        49Prices And Portfolio Choices In Financial Markets: Econometric Evidence. Peter Bossaerts‡ , Charles Plott§ , William Zame¶ This version: MarchFirst version: September 2001)

        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
        50Study 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

        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