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Capital asset pricing model
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41	The International CAPM Redux Francesca Brusa (Oxford) Tarun Ramadorai (Oxford and CEPR) Adrien Verdelhan (MIT Sloan and NBER) March 2015 Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-01-28 18:04:24 Economy Finance Money Mathematical finance Capital asset pricing model Risk factor Alpha Factor theory Untradable assets
42	Prospect Theory and the Risk-Return Trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu September 2013 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market, a fundamental principle i Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:57 Mathematical finance Capital asset pricing model Volatility Beta Equity premium puzzle Economic bubble Risk Rate of return Financial risk Alpha Market sentiment Upside risk
43	Impossible Frontiers∗ Thomas J. Brennan† and Andrew W. Lo‡ This Draft: December 7, 2009 Abstract A key result of the Capital Asset Pricing Model (CAPM) is that the market portfolio— the portfolio of all assets in Add to Reading List Source URL: alo.mit.edu Language: English - Date: 2015-08-07 16:58:08
44	PDF Document Add to Reading List Source URL: www.northinfo.com Language: English - Date: 2015-02-03 11:52:54 Economy Finance Money Mathematical finance Financial markets Financial economics Financial ratios Basel II Arbitrage pricing theory Capital asset pricing model Rate of return Bond
45	The Game-Theoretic Capital Asset Pricing Model Vladimir Vovk Glenn Shafer∗ March 3, 2002 ∗ Vovk Add to Reading List Source URL: www.probabilityandfinance.com Language: English - Date: 2003-01-07 13:04:26
46	The Capital Asset Pricing Model as a corollary of the Black–Scholes model Vladimir Vovk The Game-Theoretic Probability and Finance Project Working Paper #39 Add to Reading List Source URL: www.probabilityandfinance.com Language: English - Date: 2011-09-26 12:24:58
47	Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSD Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-05-28 17:49:11 Estimation theory Mathematical finance Statistical inference M-estimators Capital asset pricing model Beta Fama–French three-factor model Estimator Maximum likelihood Statistics Financial economics Economics
48	JOURNAL OF INVESTMENT MANAGEMENT, Vol. 6, No. 1, (2008), pp. 1–11 © JOIM 2008 JOIM www.joim.com Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-06-04 02:32:15 Mathematical finance Economics Investment Financial risk Capital asset pricing model Fundamentally based indexes Investment management Beta Risk premium Financial economics Finance Financial markets
49	Prices And Portfolio Choices In Financial Markets: Econometric Evidence. Peter Bossaerts‡ , Charles Plott§ , William Zame¶ This version: MarchFirst version: September 2001) Add to Reading List Source URL: www.econ.ucla.edu Language: English - Date: 2002-04-12 07:16:00 Economics Financial markets Investment Financial risk Capital asset pricing model Mutual fund separation theorem Alpha Market portfolio General equilibrium theory Financial economics Mathematical finance Finance
50	Study On Asset Prices And Arbitrage Pricing Theory Asset prices are commonly believed to react sensitively to economic news. Daily experience seems to support the view that individual asset prices are influenced by a wid Add to Reading List Source URL: eagle-essays.com Language: English - Date: 2015-03-10 11:24:25 Economics Financial markets Pricing Arbitrage pricing theory Capital asset pricing model Financial risk Risk factor Beta Systematic risk Financial economics Mathematical finance Finance

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