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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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Handbook of Financial Markets: Dynamics and Evolution

The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a;

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Financial Asset Pricing

. This book presents current research in the study of financial asset pricing, including monetary policy and boom-bust cycles in asset pricing;

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Empirical Asset Pricing Models

observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search;

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Empirical Asset Pricing Models

observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search;

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Financial Decisions and Markets

From the field's leading authority, the most authoritative and comprehensive advanced-level textbook on asset pricing Financial Decisions;

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Theory Of Asset Pricing

for the first PhD course in asset pricing. By striking a balance between fundamental theories and cutting-edge research, Pennacchi offers the;

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Machine Learning in Asset Pricing

promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML;

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Asset Pricing for Dynamic Economies

builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices * Reviews;

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Asset Pricing for Dynamic Economies

builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices * Reviews;

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Asset Pricing

to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle. Based on the structural theory, some;

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Stable Paretian Models in Finance

distributions, showing how they can be estimated and applied to stock--index and exchange--rate data. The implications for options pricing are also;

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Intermediate Financial Theory

between the equilibrium and the arbitrage perspectives on valuation and pricing, and a new chapter on asset management for the long-term investor;

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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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Asset Pricing in Discrete Time

options, in a one-period model; derives the Black-Scholes model assuming a lognormal distribution for the asset and a pricing kernel with constant;

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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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COPD

of COPD, such as phenotypes (clinical, physiologic, radiologic, etc.), genotypes, and the tools to be used for dissecting heterogeneity (CT, MRI;

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Empirical Asset Pricing

offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus;

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Asset Pricing and Portfolio Choice Theory

asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount;

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Asset Pricing

appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane;

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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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Stochastic Methods in Asset Pricing

stochastic calculus with jumps and Levy processes. For asset pricing, the book begins with a brief overview of risk preferences and general;

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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-Based Approaches

, reducing the inequality gap and improving life circumstances for all.In providing a critical overview of the evidence for asset-based approaches;

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Dynamic Asset Pricing Theory

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory;

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Asset Management and International Capital Markets

management in an international capital market environment. The topics covered include risk management and asset pricing models for portfolio;

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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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