Theory and Econometrics of Financial Asset Pricing 9783110673951, 9783110673852

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

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Dynamic asset pricing theory [3 ed.] 069109022X, 9780691090221

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

496 29 2MB 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,

428 88 3KB Read more

Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and Financial Regulation 1137390441, 9781137390448

What is market liquidity? How can market liquidity be priced and managed? Understanding liquidity in the marketplace is

572 108 2MB Read more

Financial Decisions and Markets: A Course in Asset Pricing [ebook ed.] 1400888220, 9781400888221

From the field's leading authority, the most authoritative and comprehensive advanced-level textbook on asset prici

507 53 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

The Paradox of Asset Pricing [Course Book ed.] 9781400850662

Asset pricing theory abounds with elegant mathematical models. The logic is so compelling that the models are widely use

111 69 1MB Read more

Dynamic asset pricing [3 ed.]

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Asset Pricing [Vol. 1] 9810245637, 9789810245634, 9789812795618

Real estate finance is a fast-developing area where top quality research is in great demand. In the US, the real estate

370 38 2MB Read more