Empirical Asset Pricing: Models and Methods 0262039370, 9780262039376

Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment 9781400829231

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data

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Multi-moment asset allocation and pricing models 9780470034156, 0470034157

While mainstream financial theories and applications assume that asset returns are normally distributed and individual p

451 16 4MB Read more

The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives 1444179187, 9781444179187

The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility the

458 80 4MB Read more

Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment 0691122970, 9780691122977

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data

570 82 4MB Read more

Dynamic asset pricing [3 ed.]

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and resear

404 125 11KB Read more

Machine Learning in Asset Pricing 0691218706, 9780691218700

A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in finan

385 27 6MB Read more

Multifactor explanations of asset pricing anomalies

Previous work shows that average returns on common stocks are related to firm characteristics like size, earnings/price,

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An Overview of Asset Pricing Models 978-3-668-09330-0

313 48 738KB Read more

Theory and Econometrics of Financial Asset Pricing 3110673851, 9783110673852

This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carrie

203 36 9MB Read more

Theory and Econometrics of Financial Asset Pricing 9783110673951, 9783110673852

This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carrie

192 59 39MB Read more