Capital assets pricing model.
Overview
Works: | 58 works in 22 publications in 22 languages |
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Titles
Quantitative financial economics :stocks, bonds and foreign exchange /
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Introduction to the mathematics of finance :from risk management to options pricing /
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Damodaran on valuation :security analysis for investment and corporate finance /
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Asset Pricing under Asymmetric Information :Bubbles, Crashes, Technical Analysis, and Herding
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Empirical dynamic asset pricing :model specification and econometric assessment /
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A theory of the firm's cost of capitalhow debt affects the firm's risk, value, tax rate, and the government's tax claim /
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Asset pricing under asymmetric information :bubbles, crashes, technical analysis, and herding /
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Microfoundations of financial economics :an introduction to general equilibrium asset pricing /
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Asset prices, booms and recessionsfinancial economics from a dynamic perspective /
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Investors and marketsportfolio choices, asset prices, and investment advice /
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Discrete-time asset pricing models in applied stochastic finance /
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The measurement of market risk :modelling of risk factors, asset pricing, and approximation of portfolio distributions /
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Dark marketsasset pricing and information transmission in over-the-counter markets /
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Dark markets :asset pricing and information transmission in over-the-counter markets /
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A beta-return efficient portfolio optimisation following the CAPMan analysis of international markets and sectors /
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Stock markets, investments and corporate behaviora conceptual framework of understanding /
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Quantitative financial economics :stocks, bonds, and foreign exchange /
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Financial modelling with forward-looking informationan intuitive approach to asset pricing /
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Econophysics and capital asset pricingsplitting the atom of systematic risk /
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Empirical asset pricing modelsdata, empirical verification, and model search /
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Uncertainty, expectations and asset price dynamicsessays in honor of Georges Prat /
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