Untradable assets

Results: 3



#Item
1Mathematical finance / Capital asset pricing model / Beta / Arbitrage pricing theory / Financial economics / Alpha / FamaFrench three-factor model / Cost of capital / Risk factor / Finance / Equity premium puzzle / Untradable assets

Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

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Source URL: www3.nd.edu

Language: English - Date: 2014-01-17 16:12:29
2Economy / Finance / Money / Mathematical finance / Capital asset pricing model / Beta / Covariance / Intertemporal CAPM / Futures contract / Cost of capital / Ordinary least squares / Untradable assets

Asset pricing with fluctuating riskless rates* Konark Saxena University of New South Wales, UNSW Business School, Room 316, Sydney, NSW 2052, Australia February 15, 2016

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2016-02-22 04:17:55
3Economy / Finance / Money / Mathematical finance / Capital asset pricing model / Risk factor / Alpha / Factor theory / Untradable assets

The International CAPM Redux Francesca Brusa (Oxford) Tarun Ramadorai (Oxford and CEPR) Adrien Verdelhan (MIT Sloan and NBER) March 2015

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Source URL: www.q-group.org

Language: English - Date: 2016-01-28 18:04:24
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