Bücher zum Thema „Stocks Rate of return Mathematical models“
Geben Sie eine Quelle nach APA, MLA, Chicago, Harvard und anderen Zitierweisen an
Machen Sie sich mit Top-50 Bücher für die Forschung zum Thema "Stocks Rate of return Mathematical models" bekannt.
Neben jedem Werk im Literaturverzeichnis ist die Option "Zur Bibliographie hinzufügen" verfügbar. Nutzen Sie sie, wird Ihre bibliographische Angabe des gewählten Werkes nach der nötigen Zitierweise (APA, MLA, Harvard, Chicago, Vancouver usw.) automatisch gestaltet.
Sie können auch den vollen Text der wissenschaftlichen Publikation im PDF-Format herunterladen und eine Online-Annotation der Arbeit lesen, wenn die relevanten Parameter in den Metadaten verfügbar sind.
Sehen Sie die Bücher für verschiedene Spezialgebieten durch und erstellen Sie Ihre Bibliographie auf korrekte Weise.
Flood, Robert P. Estimating the expected marginal rate of substitution: Exploiting idiosyncratic risk. Cambridge, MA: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenFlood, Robert P. Estimating the expected marginal rate of substitution: Exploiting idiosyncratic risk. Cambridge, Mass: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenKandel, Shmuel. Portfolio inefficiency and the cross-section of expected returns. Cambridge, MA: National Bureau of Economic Research, 1994.
Den vollen Inhalt der Quelle findenCampbell, John Y. Understanding risk and return. Cambridge, MA: National Bureau of Economic Research, 1993.
Den vollen Inhalt der Quelle findenKandel, Shmuel. On the predictability of stock returns: An asset-allocation perspective. Cambridge, MA: National Bureau of Economic Research, 1995.
Den vollen Inhalt der Quelle findenCochrane, John H. Volatility tests and efficient markets: A review essay. Cambridge, MA: National Bureau of Economic Research, 1991.
Den vollen Inhalt der Quelle findenCecchetti, Stephen G. The equity premium and the risk free rate: Matching the moments. Cambridge, MA: National Bureau of Economic Research, 1991.
Den vollen Inhalt der Quelle findenFerson, Wayne E. Weak and semi-strong form stock return predictability revisited. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenFerson, Wayne E. Weak and semi-strong form stock return predictability, revisited. Cambridge, MA: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenFerson, Wayne E. Weak and semi-strong form stock return predictability, revisited. Cambridge, Mass: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenKandel, Shmuel. Asset returns and intertemporal preferences. Cambridge, MA: National Bureau of Economic Research, 1991.
Den vollen Inhalt der Quelle findenCampbell, John Y. The term structure of the risk-return tradeoff. Cambridge, MA: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenSchankerman, Mark. Revisions and investment plans and the stock market rate of return. Cambridge, MA: National Bureau of Economic Research, 1991.
Den vollen Inhalt der Quelle findenParker, Jonathan A. Consumption risk and expected stock returns. Cambridge, Mass: National Bureau of Economic Research, 2003.
Den vollen Inhalt der Quelle findenParker, Jonathan A. Consumption risk and expected stock returns. [Princeton, NJ]: Woodrow Wilson School of Public and International Affairs, 2003.
Den vollen Inhalt der Quelle findenConstantinides, George M. Junior can't borrow: A new perspective on the equity premium puzzle. Cambridge, MA: National Bureau of Economic Research, 1998.
Den vollen Inhalt der Quelle findenLettau, Martin. Why is long-horizon [equity] less risky?: A duration-based explanation of the value premium. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenJagannathan, Ravi. Consumption risk and the cost of equity capital. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenJagannathan, Ravi. Consumption risk and the cost of equity capital. Cambridge, MA: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenLettau, Martin. Why is long-horizon equity less risky?: A duration-based explanation of the value premium. Cambridge, MA: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenSarkar, Asani. Time-varying consumption correlation and the dynamics of the equity premium: Evidence from the G-7 Countries. [New York, N.Y.]: Federal Reserve Bank of New York, 2004.
Den vollen Inhalt der Quelle findenLustig, Hanno. The returns on human capital: Good news on Wall Street is bad news on main street. Cambridge, MA: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenAbel, Andrew B. Exact solutions for expected rates of return under Markov regime switching: Implications for the equity premium puzzle. Cambridge, MA: National Bureau of Economic Research, 1992.
Den vollen Inhalt der Quelle findenPolk, Christopher. New forecasts of the equity premium. Cambridge, MA: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenPolk, Christopher. New forecasts of the equity premium. Cambridge, Mass: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenCampbell, John Y. Estimating the equity premium. Cambridge, Mass: National Bureau of Economic Research, 2007.
Den vollen Inhalt der Quelle findenCampbell, John Y. By force of habit: A consumption-based explanation of aggregate stock market behavior. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1994.
Den vollen Inhalt der Quelle findenCampbell, John Y. By force of habit: A consumption-based explanation of aggregate stock market behavior. Cambridge, MA: National Bureau of Economic Research, 1994.
Den vollen Inhalt der Quelle findenDokko, Yoon. Stock market returns and inflation: The effects of economic uncertainty. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1985.
Den vollen Inhalt der Quelle findenLahore School of Economics. Centre for Research in Economics & Business, Hrsg. Size and value premium in Karachi Stock Exchange. Lahore: Centre for Research in Economics & Business, Lahore School of Economics, 2008.
Den vollen Inhalt der Quelle findenKorajczyk, Robert A. Understanding stock price behavior around the time of equity issues. Cambridge, MA: National Bureau of Economic Research, 1989.
Den vollen Inhalt der Quelle findenCochrane, John H. Using production based asset pricing to explain the behavior of stock returns over the business cycle. Cambridge, MA: National Bureau of Economic Research, 1989.
Den vollen Inhalt der Quelle findenBekaert, Geert. International stock return comovements. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenLettau, Martin. Reconciling the return predictability evidence. Cambridge, Mass: National Bureau of Economic Research, 2006.
Den vollen Inhalt der Quelle findenMastronikola, Katerina. Yield curves for gilt-edged stocks: A new model. London: Economics Division, Bank of England, 1991.
Den vollen Inhalt der Quelle findenMastronikola, Katerina. Yield curves for gilt-edged stocks: A new model. London: Bank of England, 1991.
Den vollen Inhalt der Quelle findenChin, Elion. Unconditional and conditional modeling of non-normal return densities: With application to risk measurement. Bern: Verlag Paul Haupt, 1999.
Den vollen Inhalt der Quelle findenCochrane, John H. The dog that did not bark: A defense of return predictability. Cambridge, Mass: National Bureau of Economic Research, 2006.
Den vollen Inhalt der Quelle findenPástor, Lubos̆. Estimating the intertemporal risk-return tradeoff using the implied cost of capital. Cambridge, Mass: National Bureau of Economic Research, 2006.
Den vollen Inhalt der Quelle findenHecht, Peter. Explaining returns with cash-flow proxies. Cambridge, Mass: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenJermann, Urban J. The equity premium implied by production. Cambridge, Mass: National Bureau of Economic Research, 2006.
Den vollen Inhalt der Quelle findenZhang, Lu. Anomalies. Cambridge, MA: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenLu, Naiping. The value spread as a predictor of returns. Cambridge, MA: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenAndersen, Torben G. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility. Cambridge, MA: National Bureau of Economic Research, 2005.
Den vollen Inhalt der Quelle findenEvans, Martin D. D. Peso problems and heterogeneous trading: Evidence from excess returns in foreign exchange and Euromarkets. Cambridge, MA: National Bureau of Economic Research, 1992.
Den vollen Inhalt der Quelle findenPagan, Adrian R. Alternative models for conditional stock volatility. Cambridge, MA: National Bureau of Economic Research, 1989.
Den vollen Inhalt der Quelle findenCampbell, John Y. Bad beta, good beta. Cambridge, Mass: National Bureau of Economic Research, 2003.
Den vollen Inhalt der Quelle findenJ, Barro Robert. Public finance in models of economic growth. Cambridge, MA: National Bureau of Economic Research, 1990.
Den vollen Inhalt der Quelle findenAkerson, Charles B. The internal rate of return in real estate investments: A research monograph. Chicago, Ill: American Society of Real Estate Counselors, 1988.
Den vollen Inhalt der Quelle findenLehmann, Bruce N. Notes on dynamic factor pricing models. Cambridge, MA: National Bureau of Economic Research, 1991.
Den vollen Inhalt der Quelle finden