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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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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 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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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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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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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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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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Economic Dynamics

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

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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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Handbook of Financial Markets: Dynamics and Evolution

normative models of portfolio selections and asset pricing dynamics;

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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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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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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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Evaluation of the CAPM and the Fama-French Asset Pricing Models

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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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Linear Factor Models in Finance

The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing;

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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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Portfolio Risk Analysis

foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an;

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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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The Implications of Heterogeneity and Inequality for Asset Pricing

Does heterogeneity matter for asset pricing and, in particular, for risk premia? The Implications of Heterogeneity and Inequality for Asset;

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Continuous-Time Asset Pricing Theory

Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated;

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Asset Pricing and Portfolio Choice Theory

In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and;

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Financial Markets Theory

A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets;

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Empirical Finance for Finance and Banking

Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance;

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