Narrow search
Showing 1 - 10 of 231
Cover Image
Intertemporal asset pricing without consumption data
Campbell, John Y. - National Bureau of Economic Research - 1992
Persistent link: https://www.econbiz.de/10000136599
Cover Image
Capital Asset Pricing Model und Alternativkalküle : Analyse in der Unternehmensbewertung mit empirischem Bezug auf die DAX-Werte
Stahl, Raphael - 2016 - 1. Aufl. 2016
Persistent link: https://www.econbiz.de/10011411494
Cover Image
CAPM und Tax-CAPM im Mehrperiodenfall
Hüper, Steffen - 2019
Persistent link: https://www.econbiz.de/10012016619
Cover Image
The consequences of short-sale constraints on the stability of financial markets
Hunanyan, Gevorg - 2019
Persistent link: https://www.econbiz.de/10012102042
Cover Image
Empirical rationality in the stock market
Raahauge, Peter (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Cover Image
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan (contributor); Peare, Paula (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Cover Image
On finite dimensional HJM representations
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Cover Image
A comparison of stock market mechanisms
Cespa, Giovanni (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578833
Cover Image
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Cover Image
Trading Volume : Implications of An Intertemporal Capital Asset Pricing Model
Lo, Andrew W. - 2001
We derive an intertemporal capital asset pricing model with multiple assets and heterogeneous investors, and explore its implications for the behavior of trading volume and asset returns. Assets contain two types of risks: market risk and the risk of changing market conditions. We show that...
Persistent link: https://www.econbiz.de/10012470153