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![]() Date: 2015-01-07 10:46:34Investment Mathematical finance Arbitrage pricing theory Smart beta Capital asset pricing model Investment management Beta Kenneth French Investment strategy Alpha Efficient-market hypothesis Rebalancing investments | Add to Reading List |
![]() | CREDIT SUISSE FIRST BOSTON CORPORATION Equity Research— Americas Industry: Thinking October 24, 1997 NI2854DocID: 1rrTu - View Document |
![]() | No-arbitrage conditions and expected returns when assets have different β’s in up and down marketsDocID: 1rlUr - View Document |
![]() | FINANCEcredit hours) Introduction to Investments Spring 2016 Professor: Office: Office Phone:DocID: 1rjC4 - View Document |
![]() | Cash Flow, Consumption Risk and Cross Section of Stock Returns Zhi Da∗ First draft: Sep 10, 2004 This version: Jan 8, 2006DocID: 1riKQ - View Document |
![]() | A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPRDocID: 1rfxg - View Document |