//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Faculty of Economics, University of Cambridge"
~institution:"HAL"
~subject:"pricing errors"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"CAPM"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
pricing errors
CAPM
6
Asset Management
1
Bonds
1
C-CAPM
1
CCAPM
1
CERs
1
CO2
1
Carbon
1
EU ETS
1
Energy
1
Equity
1
Evolution
1
Kelly criterion
1
Large panels
1
Long/short equity returns
1
Market efficiency
1
Mean-variance optimization
1
Portfolio frontier analysis
1
Portfolio rules
1
Testing for alpha
1
Weak and strong cross-sectional dependence
1
cost of capital
1
equilibrium
1
financial markets
1
linear predictor
1
linex
1
market beta
1
risk aversion
1
stochastic discount factor
1
subjective discount factor
1
term premium
1
term structure of interest rates
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Pepin, Dominique
1
Institution
All
Faculty of Economics, University of Cambridge
HAL
C.E.P.R. Discussion Papers
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Published in...
All
Working Papers / HAL
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The
CAPM
versus the risk neutral pricing model
Pepin, Dominique
-
HAL
-
2002
We compare the risk neutral pricing model with the
CAPM
when it is understood that both models are incorrect. We show …
Persistent link: https://www.econbiz.de/10010899378
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->