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On the Information Content of the Fama and French Factors in the UK
Mouselli, Sulaiman; Michou, Maria; Stark, Andrew - Manchester Business School - 2008
This study explores the information content of HML and SMB by linking the Fama-French factors toshocks in the state variables which predict future investment opportunities. It shows that the HMLfactor contains information about shocks to default spread. Moreover, the Fama-French modelexplains...
Persistent link: https://www.econbiz.de/10005870637
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More mathematical finance
Joshi, Mark S. - 2011
Persistent link: https://www.econbiz.de/10009414072
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Financial market analytics
Teall, John L. - 1999
Persistent link: https://www.econbiz.de/10004567221
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Foundations and applications of the time value of money
Peterson Drake, Pamela; Fabozzi, Frank J. - 2009
Persistent link: https://www.econbiz.de/10004944945
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Financial modeling under non-Gaussian distributions
Jondeau, Eric; Poon, Ser-Huang; Rockinger, Michael - 2007
Persistent link: https://www.econbiz.de/10004886413
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An introduction to the mathematics of money : saving and investing
Lovelock, David; Mendel, Marilou; Wright, A. Larry - 2007
Persistent link: https://www.econbiz.de/10004886593
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Managing energy risk : an integrated view on power and other energy markets
Burger, Markus; Graeber, Bernhard; Schindlmayr, Gero - 2007
Persistent link: https://www.econbiz.de/10004894824
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Decisions in economics and finance : a journal of applied mathematics
Milano : Springer Italia - 1.1978 -
Persistent link: https://www.econbiz.de/10008974507
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Dynamic copula methods in finance
Cherubini, Umberto (contributor) - 2012
Persistent link: https://www.econbiz.de/10009362788