Bücher zum Thema „Capital assets pricing model“
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Levy, Haim. The capital asset pricing model in the 21st century: Analytical, empirical, and behavioral perspectives. Cambridge: Cambridge University Press, 2012.
Cochrane, John H. Asset pricing. Princeton, NJ: Princeton University Press, 2005.
Jianping, Mei, und Liao Hsien-hsing, Hrsg. Asset pricing. New Jersey: World Scientific, 2003.
Ma, Chenghu. Advanced asset pricing theory. London: Imperial College Press, 2011.
Ma, Chenghu. Advanced asset pricing theory. London: Imperial College Press, 2011.
Levy, Haim. The capital asset pricing model in the 21st century: Analytical, empirical, and behavioral perspectives. Cambridge: Cambridge University Press, 2012.
Skiadas, Costis. Asset pricing theory. Princeton, N.J: Princeton University Press, 2009.
Jagannathan, Ravi. Do we need CAPM for capital budgeting? Cambridge, MA: National Bureau of Economic Research, 2002.
Poon, Ser-Huang. Asset pricing in discrete time: A complete markets approach. Oxford: Oxford University Press, 2005.
Balduzzi, Pierluigi. Asset-pricing models and economic risk premia. [Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2005.
Wu, Chongfeng. Zi chan ding jia yan jiu =: Asset pricing. 8. Aufl. Beijing: Ke xue chu ban she, 2008.
Schulz, Paul E. Financial asset pricing: Theory, global policy and dynamics. Hauppauge, N.Y: Nova Science Publishers, 2010.
Bernd, Meyer. Intertemporal asset pricing: Evidence from Germany. New York: Physica-Verlag, 1999.
Lewellen, Jonathan. The conditional CAPM does not explain asset-pricing anomalies. Cambridge, Mass: National Bureau of Economic Research, 2003.
Chabi-Yo, Fousseni. Conditioning information and variance bounds on pricing kernels with higher-order moments: Theory and evidence. Ottawa: Bank of Canada, 2006.
Cochrane, John H. A rehabilitation of stochastic discount factor methodology. Cambridge, MA: National Bureau of Economic Research, 2001.
Yu, Chunhai. Fa zhan zhong jin rong shi chang shang de zi chan ding jia wen ti yan jiu. 8. Aufl. Beijing Shi: Zhongguo jing ji chu ban she, 2006.
Lettau, Martin. Resurrecting the (c)CAPM: A cross-sectional test when risk premia are time-varying. [New York, N.Y.]: Federal Reserve Bank of New York, 1999.
Damodaran, Aswath. Damodaran on valuation: Security analysis for investment and corporate finance. New York: Wiley, 1994.
Parmler, Johan. Essays in empirical asset pricing. Stockholm: Economic Research Institute, Stockholm School of Economics, 2005.
Parmler, Johan. Essays in empirical asset pricing. Stockholm: Economic Research Institute, 2005.
Damodaran, Aswath. Damodaran on valuation: Security analysis for investment and corporate finances. [S.l.]: Wiley, 1994.
Campbell, John Y. Intertemporal asset pricing without consumption data. Cambridge, MA: National Bureau of Economic Research, 1992.
Epstein, Larry G. Intertemporal asset pricing under Knightian uncertainty. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1992.
Schulz, Paul E., Paul E. Schulz und Barbara P. Hoffmann. Financial asset pricing: Theory, global policy and dynamics. Hauppauge, N.Y: Nova Science Publishers, 2010.
Constantinides, G. M. Handbook of the Economics of Finance. S. l: Elsevier Science, 2002.
Chen, Xiaohong. Land of addicts?: An empirical investigation of habit-based asset pricing behavior. Cambridge, MA: National Bureau of Economic Research, 2004.
Emmanuel, Jurczenko, und Maillet Bertrand, Hrsg. Multi-moment asset allocation and pricing models. Chichester: John Wiley & Sons, 2006.
Back, K. Asset pricing and portfolio choice theory. New York: Oxford University Press, 2010.
Shefrin, Hersh. A behavioral approach to asset pricing. 2. Aufl. Amsterdam: Academic Press, 2008.
Löffler, Andreas. Capital Asset Pricing Model mit Konsumtion. Wiesbaden: Deutscher Universitätsverlag, 1996. http://dx.doi.org/10.1007/978-3-663-08303-0.
Stahl, Raphael. Capital Asset Pricing Model und Alternativkalküle. Wiesbaden: Springer Fachmedien Wiesbaden, 2016. http://dx.doi.org/10.1007/978-3-658-12025-2.
Hodrick, Robert J. Evaluating the specification errors of asset pricing models. Cambridge, MA: National Bureau of Economic Research, 2000.
Fernández, Viviana. The international CAPM and a wavelet-based decomposition of value at risk. Cambridge, Mass: National Bureau of Economic Research, 2006.
Guth, Michael Anthony Stephen. Speculative behavior and the operation of competitive markets under uncertainty. Aldershot, Hants: Avebury, 1994.
Duffie, Darrell. Asset pricing with stochastic differential utility. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.
Singleton, Kenneth J. Empirical dynamic asset pricing: Model specification and econometric assessment. Princeton, NJ: Princeton University Press, 2005.
Vassiliou, P.-C. G. Discrete-time asset pricing models. London: ISTE Ltd/John Wiley & Sons, 2010.
Hodrick, Robert J. An international dynamic asset pricing model. Cambridge, MA: National Bureau of Economic Research, 1999.
Huang, Ting-Ting. Theoretical and empirical analysis of common factors in a term structure model. Newcastle upon Tyne: Cambridge Scholars Pub., 2009.
Boldrin, Michele. Asset pricing lessons for modeling business cycles. Cambridge, MA: National Bureau of Economic Research, 1995.
Boldrin, Michele. Asset pricing lessons for modeling business cycles. Cambridge, MA: National Bureau of Economic Research, 1995.
Boldrin, Michele. Asset pricing lessons for modeling business cycles. Rome: Banca d'Italia, 1996.
Boldrin, Michele. Asset pricing lessons for modeling business cycles. [Roma]: Banca d'Italia, 1996.
Altuğ, Sumru. Dynamic choice and asset markets. San Diego: Academic Press, 1994.
McEntegart, Karen. A comparison of mean-variance and mean-semivariance capital asset models : evidence from the Irish stock market. Dublin: University College Dublin, 1994.
Aït-Sahalia, Yacine. Nonparametric estimation of state-price densities implicit in financial asset prices. Cambridge, MA: National Bureau of Economic Research, 1995.
Brandt, Michael W. A no-arbitrage approach to range-based estimation of return covariances and correlations. Cambridge, Mass: National Bureau of Economic Research, 2003.
Gao, Chunting. Wu yin zi zi chan ding jia mo xing ji shi zheng ying yong: A study on five-factor asset pricing model and its application. 8. Aufl. Beijing: She hui ke xue wen xian chu ban she, 2018.
R, Harrington Diana. Modern portfolio theory, the capital asset pricing model, and arbitrage pricing theory: A user's guide. 2. Aufl. Englewood Cliffs, N.J: Prentice-Hall, 1987.