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Intertemporal CAPM
Results: 15

#	Item
11	An Intertemporal CAPM with Stochastic Volatility John Y. Campbell, Stefano Giglio, Christopher Polk, and Robert Turley1 First draft: October 2011 This version: April 2014 Add to Reading List Source URL: scholar.harvard.edu Language: English - Date: 2014-04-22 10:40:31 Investment Volatility Stochastic volatility Beta Capital asset pricing model Intertemporal CAPM VIX Implied volatility Mathematical finance Financial economics Finance
12	PDF Document Add to Reading List Source URL: www.barcelonagse.eu Language: English - Date: 2014-05-12 06:17:46 Finance Capital asset pricing model Intertemporal CAPM Beta Valuation Liquidity risk Liquidity crisis Arbitrage pricing theory Eric Ghysels Financial economics Mathematical finance Economics
13	Measuring market and inflation risk premia in France and in Germany Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-03-02 09:29:31 Economics Financial markets Capital asset pricing model Intertemporal CAPM Risk premium Inflation Valuation Financial risk Portfolio Financial economics Mathematical finance Finance
14	A demystification of the Black–Litterman model: Managing quantitative and traditional Add to Reading List Source URL: www.palgrave-journals.com Language: English Statistics Black–Litterman model Modern portfolio theory Capital asset pricing model Bayesian inference Beta Quantitative analyst Intertemporal CAPM Economic model Financial economics Mathematical finance Finance
15	Speech in Honor of Robert C. Merton 1999 Mathematical Finance Day Lifetime Achievement Award Add to Reading List Source URL: www.bu.edu Language: English - Date: 2000-04-26 08:53:07 Economics Capital asset pricing model Robert C. Merton Intertemporal CAPM Modern portfolio theory Option Risk factor Valuation Master of Financial Economics Financial economics Mathematical finance Finance

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