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Empirical Asset Pricing Models

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or;

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Empirical Asset Pricing Models

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or;

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Empirical Asset Pricing

An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book;

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Machine Learning in Asset Pricing

in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets. Machine Learning;

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Asset Pricing

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now;

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Liquidity and Asset Prices

surveys the theory of liquidity-based asset pricing followed by the empirical evidence. The theory section proceeds from basic models with;

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Financial Decisions and Markets

of asset pricing theory and empirical evidence* Emphasis on investors' decisions* Broad view linking the field to areas including financial;

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Empirical Dynamic Asset Pricing

econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used;

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Financial Asset Pricing

In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset;

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Asset Pricing

Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory;

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Theory Of Asset Pricing

Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal;

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Handbook Of The Economics Of Finance

risk management into a coherent springboard for future research. Written by world leaders in asset pricing research, they present scholarship;

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Behavioral Finance and Capital Markets

Behavioral Finance helps investors understand unusual asset prices and empirical observations originating out of capital markets. At;

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A New Model of Capital Asset Prices

This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US;

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Economic Dynamics

subsumed: business cycles, asset pricing, search models, intergenerational issues, fertility, financial systems. This book presents the latest;

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Finance Theory and Asset Pricing

Finance Theory and Asset Pricing provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge;

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The Paradox of Asset Pricing

markets? In The Paradox of Asset Pricing, a leading financial researcher argues forcefully that the empirical record is weak at best. Peter;

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The Paradox of Asset Pricing

markets? In The Paradox of Asset Pricing , a leading financial researcher argues forcefully that the empirical record is weak at best. Peter;

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Asset Pricing in Discrete Time

Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a;

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Economic Foundation of Asset Price Processes

analysed. It is shown that declining elasticity of the pricing kernel can lead to positive serial correlation of short term asset returns and;

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Asset Pricing Theory

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and;

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Handbook of Financial Markets: Dynamics and Evolution

normative models of portfolio selections and asset pricing dynamics;

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Grundlegende theoretische Konzepte des modernen Portfoliomanagements und ihre Umsetzung in der Investmentfondspraxis

-Modell von Sharpe10 2.2.1Das Ein-Index-Modell11 2.2.2Das Multi-Index-Modell14 2.3Das Capital Asset Pricing Model (CAPM)16 2.3.1Voraussetzungen;

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Essays on Using High-Frequency Data in Empirical Asset Pricing Models

This dissertation explores using high-frequency data in empirical asset pricing models. It includes three chapters. The first chapter;

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Capital Asset Pricing Model

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Peak Load and Capacity Pricing

Peak Load and Capacity Pricing lays out clear pricing strategies for understanding peak load and capacity pricing structures, further;

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Continuous-Time Asset Pricing Theory

present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied;

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