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Intertemporal CAPM
Results: 15

#	Item
1	Solving for the Retirement Age in a Continuous-time Model with Endogenous Labor Supply Emin Gahramanovy Xueli Tang Add to Reading List Source URL: www.econ.upd.edu.ph Language: English - Date: 2014-08-01 04:19:54 Optimal control Economy Mathematical optimization Systems theory Consumer behaviour Stochastic control Mathematical analysis Control theory Hamiltonian Elasticity of intertemporal substitution Intertemporal choice Intertemporal CAPM
2	Conditional alphas and realized betas Valentina Corradi University of Surrey Walter Distaso Imperial College London Marcelo Fernandes Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2013-10-30 04:30:11 Mathematical finance Econometrics Financial ratios Regression analysis Financial economics Beta Intertemporal CAPM Autoregressive conditional heteroskedasticity Alpha Wiener process Instrumental variable Expected value
3	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
4	Journal of Financial Economics Add to Reading List Source URL: teach.business.uq.edu.au Language: English - Date: 2015-02-05 19:46:32 Finance Intertemporal CAPM Capital asset pricing model Eugene Fama Beta Hyperbolic absolute risk aversion General equilibrium theory Economic model Arbitrage pricing theory Mathematical finance Financial economics Economics
5	Microsoft Word - Davis Report for AER on Cost of Equity - jan -2011_final.doc Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2012-08-27 17:53:59 Finance Capital asset pricing model Beta Cost of capital Intertemporal CAPM Security market line Risk factor Cost of equity Efficient-market hypothesis Financial economics Mathematical finance Economics
6	Microsoft Word - Grundy Report for Envestra Final Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2012-08-27 17:56:02 Economics Financial markets Investment Financial ratios Capital asset pricing model Beta Cost of capital Intertemporal CAPM Cost of equity Financial economics Mathematical finance Finance
7	Microsoft Word - AER-CEG-Final.doc Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2012-08-27 17:53:32 Finance Financial markets Capital asset pricing model Cost of capital Arbitrage pricing theory Fama–French three-factor model Beta Intertemporal CAPM Cost of equity Financial economics Mathematical finance Economics
8	[removed]Access Arrangement Information Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2014-12-10 00:55:13 Economics Financial markets Capital asset pricing model Intertemporal CAPM Arbitrage pricing theory Beta Cost of capital Efficient frontier Portfolio Financial economics Finance Mathematical finance
9	Complete Agreement, Tastes, and Asset Pricing Add to Reading List Source URL: www.bengrahaminvesting.ca Language: English - Date: 2007-09-17 11:20:01 Economics Financial markets Investment Capital asset pricing model Eugene Fama Efficient-market hypothesis Intertemporal CAPM Portfolio Valuation Financial economics Finance Mathematical finance
10	Microsoft Word - Guo_rfs_6449_r1.doc Add to Reading List Source URL: www.bengrahaminvesting.ca Language: English - Date: 2006-10-20 12:29:15 Economics Capital asset pricing model Beta Autoregressive conditional heteroskedasticity Volatility Rational pricing Standard deviation Fama–French three-factor model Intertemporal CAPM Mathematical finance Financial economics Statistics