Capital asset pricing model

Results: 678



#Item
621American Finance Association / Robert C. Merton / Capital asset pricing model / The Journal of Finance / Finance / Year of birth missing / David Hsieh / Sheridan Titman / Financial economics / Economics / Mathematical finance

VITA DOUGLAS T. BREEDEN January, 2014

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Source URL: www.dougbreeden.net

Language: English - Date: 2014-01-01 18:42:54
622Financial markets / Futures exchanges / Economic efficiency / Efficient-market hypothesis / Eugene Fama / Futures contract / Chicago Mercantile Exchange / Leo Melamed / Capital asset pricing model / Financial economics / Finance / Economics

Champion of Efficient Markets CME Center for Innovation Honors Eugene Fama, 2007 Winner of Fred Arditti Innovation Award

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Source URL: www.cmegroup.com

Language: English - Date: 2012-07-30 12:34:45
623Finance / Financial markets / Mathematical finance / Investment / Sharpe ratio / Capital asset pricing model / Treynor ratio / Standard deviation / Rate of return / Financial economics / Statistics / Financial ratios

A Probabilistic Risk-to-Reward Measure for Evaluating the Performance of Financial Securities

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Source URL: www.cs.nuim.ie

Language: English - Date: 2013-01-28 12:14:52
624Economics / Mathematical finance / Financial risk / Financial services / Asset allocation / Modern portfolio theory / Black–Litterman model / Capital asset pricing model / Diversification / Financial economics / Investment / Finance

Strategic Asset Allocation and Commodities Commissioned by

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Source URL: corporate.morningstar.com

Language: English - Date: 2006-10-12 16:01:13
625Investment / Mathematical finance / Financial markets / Atlantic slave trade / Early Modern period / Rate of return / Interest rate / Capital asset pricing model / Internal rate of return / Financial economics / Finance / Economics

THE QUALITY OF SLAVE TRADE INVESTMENT IN EIGHTEENTH CENTURY FRANCE

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Source URL: www.ofce.sciences-po.fr

Language: English - Date: 2013-02-08 05:46:34
626Economics / Financial markets / Actuarial science / Capital asset pricing model / Rational pricing / Risk premium / Risk-neutral measure / Futures contract / Arbitrage / Financial economics / Mathematical finance / Finance

TEACHING NOTE 96-02: RISK NEUTRAL PRICING IN DISCRETE TIME Version date: July 24, 2008

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Source URL: www.bus.lsu.edu

Language: English - Date: 2008-07-24 17:48:11
627Financial markets / Behavioral finance / Actuarial science / Utility / Financial risk / Equity premium puzzle / Risk aversion / Capital asset pricing model / Isoelastic utility / Financial economics / Economics / Finance

PII: 0304-405X[removed]

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-02-05 00:28:37
628Mathematical finance / Financial markets / Stock market / Behavioral finance / Equity premium puzzle / Capital asset pricing model / Consumption-based capital asset pricing model / Risk premium / Stock / Financial economics / Economics / Finance

PII: 0304-405X[removed]C

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-02-05 00:28:27
629Financial markets / Mathematical finance / Stock market / Fundamental analysis / Efficient-market hypothesis / Fama–French three-factor model / Capital asset pricing model / Beta / Stock trader / Financial economics / Finance / Economics

I. INTRODUCTION One of the most popular financial models for predicting the asset price is the Fama and French three-factor model. The Fama and French model shows that the behavior of stock returns

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Source URL: digi.library.tu.ac.th

Language: English - Date: 2011-06-09 22:15:49
630Finance / Capital asset pricing model / Arbitrage pricing theory / Stephen Ross / Security market line / Fundamental theorem of asset pricing / Risk / Arbitrage / Principal–agent problem / Financial economics / Mathematical finance / Economics

Collected Works of Stephen A. Ross: Some Highlights

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Source URL: www.carlsonschool.umn.edu

Language: English - Date: 2012-10-24 20:55:55
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