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

First Page		Document Content
Date: 2016-02-22 04:17:55 Economy 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 Add to Reading List Source URL: www.istfin.eco.usi.ch Download Document from Source Website File Size: 793,61 KB Share Document on Facebook

	Solving for the Retirement Age in a Continuous-time Model with Endogenous Labor Supply Emin Gahramanovy Xueli Tang DocID: 1qFds - View Document
	Conditional alphas and realized betas Valentina Corradi University of Surrey Walter Distaso Imperial College London Marcelo Fernandes DocID: 1onJm - View Document
	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 DocID: 1o1Sj - View Document
	Journal of Financial Economics DocID: VGcH - View Document
	Microsoft Word - Davis Report for AER on Cost of Equity - jan -2011_final.doc DocID: SDfm - View Document