Libros sobre el tema "Capital assets pricing model"

Jianping, Mei y Liao Hsien-hsing, eds. Asset pricing. New Jersey: World Scientific, 2003.

Levy, Haim. The capital asset pricing model in the 21st century: Analytical, empirical, and behavioral perspectives. Cambridge: Cambridge University Press, 2012.

Advanced asset pricing theory. London: Imperial College Press, 2011.

Ma, Chenghu. Advanced asset pricing theory. London: Imperial College Press, 2011.

Jagannathan, Ravi. Do we need CAPM for capital budgeting? Cambridge, MA: National Bureau of Economic Research, 2002.

Balduzzi, Pierluigi. Asset-pricing models and economic risk premia. [Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2005.

Schulz, Paul E. Financial asset pricing: Theory, global policy and dynamics. Hauppauge, N.Y: Nova Science Publishers, 2010.

1975-, Mu Qiguo, ed. Zi chan ding jia yan jiu: Asset pricing. Beijing: Ke xue chu ban she, 2008.

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.

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.

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.

M, Harris y Stulz R. M, eds. 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.

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.

Emmanuel, Jurczenko y Maillet Bertrand, eds. Multi-moment asset allocation and pricing models. Chichester: John Wiley & Sons, 2006.

Schulz, Paul E., Paul E. Schulz y Barbara P. Hoffmann. Financial asset pricing: Theory, global policy and dynamics. Hauppauge, N.Y: Nova Science Publishers, 2010.

Asset pricing and portfolio choice theory. New York: Oxford University Press, 2010.

Hodrick, Robert J. Evaluating the specification errors of asset pricing models. Cambridge, MA: National Bureau of Economic Research, 2000.

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.

Fernández, Viviana. The international CAPM and a wavelet-based decomposition of value at risk. Cambridge, Mass: National Bureau of Economic Research, 2006.

Duffie, Darrell. Asset pricing with stochastic differential utility. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.

Huang, Ting-Ting. Theoretical and empirical analysis of common factors in a term structure model. Newcastle upon Tyne: Cambridge Scholars Pub., 2009.

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.

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. [Roma]: Banca d'Italia, 1996.

Boldrin, Michele. Asset pricing lessons for modeling business cycles. Rome: Banca d'Italia, 1996.

Aït-Sahalia, Yacine. Nonparametric estimation of state-price densities implicit in financial asset prices. Cambridge, MA: National Bureau of Economic Research, 1995.

McEntegart, Karen. A comparison of mean-variance and mean-semivariance capital asset models : evidence from the Irish stock market. Dublin: University College Dublin, 1994.

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. Beijing: She hui ke xue wen xian chu ban she, 2018.

1954-, Korajczyk Robert A., ed. Asset pricing and portfolio performance: Models, strategy, and performance metrics. London: Risk Books, 1999.

Pástor, Lubos̆. Costs of equity capital and model mispricing. Cambridge, MA: National Bureau of Economic Research, 1998.

Javid, Attiya Y. The conditional capital asset pricing model: Evidence from Karachi Stock Exchange. Islamabad: Pakistan Institute of Development Economics, 2008.

MacKinlay, Archie Craig. Multifactor models do not explain deviations from the CAPM. Cambridge, MA: National Bureau of Economic Research, 1994.

Lo, Andrew W. Trading volume: Implications of an intertemporal capital asset pricing model. Cambridge, MA: National Bureau of Economic Research, 2001.

Warfsmann, Jürgen. Das Capital Asset Pricing Model in Deutschland: Univariate und multivariate Tests für den Kapitalmarkt. Wiesbaden: Deutscher Universitäts Verlag, 1993.

Campbell, John Y. Explaining the poor performance of consumption-based asset pricing models. Cambridge, MA: National Bureau of Economic Research, 1999.

Erdoğan, Oral. Comparable approach to "the theory of efficient markets": A modified capital asset pricing model for maritime firms. Ankara, Turkey: Capital Markets Board, 1996.

Bezares, Fernando Gómez. Gestión de carteras: Eficienca, teoria de cartera, CAPM, APT. 2^a ed. Bilbao, Spain: Editorial Desclée de Brouwer, 2000.

Warfsmann, Jürgen. Das Capital Asset Pricing Model in Deutschland. Wiesbaden: Deutscher Universitätsverlag, 1993. http://dx.doi.org/10.1007/978-3-663-12006-3.

Pástor, Lubos̆. Comparing asset pricing models: An investment perspective. Cambridge, MA: National Bureau of Economic Research, 1999.