Libri sul tema "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.
Cerca il testo completoCochrane, John H. Asset pricing. Princeton, NJ: Princeton University Press, 2005.
Cerca il testo completoJianping, Mei, e Liao Hsien-hsing, a cura di. Asset pricing. New Jersey: World Scientific, 2003.
Cerca il testo completoMa, Chenghu. Advanced asset pricing theory. London: Imperial College Press, 2011.
Cerca il testo completoMa, Chenghu. Advanced asset pricing theory. London: Imperial College Press, 2011.
Cerca il testo completoLevy, Haim. The capital asset pricing model in the 21st century: Analytical, empirical, and behavioral perspectives. Cambridge: Cambridge University Press, 2012.
Cerca il testo completoSkiadas, Costis. Asset pricing theory. Princeton, N.J: Princeton University Press, 2009.
Cerca il testo completoJagannathan, Ravi. Do we need CAPM for capital budgeting? Cambridge, MA: National Bureau of Economic Research, 2002.
Cerca il testo completoPoon, Ser-Huang. Asset pricing in discrete time: A complete markets approach. Oxford: Oxford University Press, 2005.
Cerca il testo completoBalduzzi, Pierluigi. Asset-pricing models and economic risk premia. [Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2005.
Cerca il testo completoWu, Chongfeng. Zi chan ding jia yan jiu =: Asset pricing. 8a ed. Beijing: Ke xue chu ban she, 2008.
Cerca il testo completoSchulz, Paul E. Financial asset pricing: Theory, global policy and dynamics. Hauppauge, N.Y: Nova Science Publishers, 2010.
Cerca il testo completoBernd, Meyer. Intertemporal asset pricing: Evidence from Germany. New York: Physica-Verlag, 1999.
Cerca il testo completoLewellen, Jonathan. The conditional CAPM does not explain asset-pricing anomalies. Cambridge, Mass: National Bureau of Economic Research, 2003.
Cerca il testo completoChabi-Yo, Fousseni. Conditioning information and variance bounds on pricing kernels with higher-order moments: Theory and evidence. Ottawa: Bank of Canada, 2006.
Cerca il testo completoCochrane, John H. A rehabilitation of stochastic discount factor methodology. Cambridge, MA: National Bureau of Economic Research, 2001.
Cerca il testo completoYu, Chunhai. Fa zhan zhong jin rong shi chang shang de zi chan ding jia wen ti yan jiu. 8a ed. Beijing Shi: Zhongguo jing ji chu ban she, 2006.
Cerca il testo completoLettau, 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.
Cerca il testo completoDamodaran, Aswath. Damodaran on valuation: Security analysis for investment and corporate finance. New York: Wiley, 1994.
Cerca il testo completoParmler, Johan. Essays in empirical asset pricing. Stockholm: Economic Research Institute, Stockholm School of Economics, 2005.
Cerca il testo completoParmler, Johan. Essays in empirical asset pricing. Stockholm: Economic Research Institute, 2005.
Cerca il testo completoDamodaran, Aswath. Damodaran on valuation: Security analysis for investment and corporate finances. [S.l.]: Wiley, 1994.
Cerca il testo completoCampbell, John Y. Intertemporal asset pricing without consumption data. Cambridge, MA: National Bureau of Economic Research, 1992.
Cerca il testo completoEpstein, Larry G. Intertemporal asset pricing under Knightian uncertainty. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1992.
Cerca il testo completoSchulz, Paul E., Paul E. Schulz e Barbara P. Hoffmann. Financial asset pricing: Theory, global policy and dynamics. Hauppauge, N.Y: Nova Science Publishers, 2010.
Cerca il testo completoConstantinides, G. M. Handbook of the Economics of Finance. S. l: Elsevier Science, 2002.
Cerca il testo completoChen, Xiaohong. Land of addicts?: An empirical investigation of habit-based asset pricing behavior. Cambridge, MA: National Bureau of Economic Research, 2004.
Cerca il testo completoEmmanuel, Jurczenko, e Maillet Bertrand, a cura di. Multi-moment asset allocation and pricing models. Chichester: John Wiley & Sons, 2006.
Cerca il testo completoBack, K. Asset pricing and portfolio choice theory. New York: Oxford University Press, 2010.
Cerca il testo completoShefrin, Hersh. A behavioral approach to asset pricing. 2a ed. Amsterdam: Academic Press, 2008.
Cerca il testo completoLöffler, Andreas. Capital Asset Pricing Model mit Konsumtion. Wiesbaden: Deutscher Universitätsverlag, 1996. http://dx.doi.org/10.1007/978-3-663-08303-0.
Testo completoStahl, Raphael. Capital Asset Pricing Model und Alternativkalküle. Wiesbaden: Springer Fachmedien Wiesbaden, 2016. http://dx.doi.org/10.1007/978-3-658-12025-2.
Testo completoHodrick, Robert J. Evaluating the specification errors of asset pricing models. Cambridge, MA: National Bureau of Economic Research, 2000.
Cerca il testo completoFernández, Viviana. The international CAPM and a wavelet-based decomposition of value at risk. Cambridge, Mass: National Bureau of Economic Research, 2006.
Cerca il testo completoGuth, Michael Anthony Stephen. Speculative behavior and the operation of competitive markets under uncertainty. Aldershot, Hants: Avebury, 1994.
Cerca il testo completoDuffie, Darrell. Asset pricing with stochastic differential utility. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.
Cerca il testo completoSingleton, Kenneth J. Empirical dynamic asset pricing: Model specification and econometric assessment. Princeton, NJ: Princeton University Press, 2005.
Cerca il testo completoVassiliou, P.-C. G. Discrete-time asset pricing models. London: ISTE Ltd/John Wiley & Sons, 2010.
Cerca il testo completoHodrick, Robert J. An international dynamic asset pricing model. Cambridge, MA: National Bureau of Economic Research, 1999.
Cerca il testo completoHuang, Ting-Ting. Theoretical and empirical analysis of common factors in a term structure model. Newcastle upon Tyne: Cambridge Scholars Pub., 2009.
Cerca il testo completoBoldrin, Michele. Asset pricing lessons for modeling business cycles. Cambridge, MA: National Bureau of Economic Research, 1995.
Cerca il testo completoBoldrin, Michele. Asset pricing lessons for modeling business cycles. Cambridge, MA: National Bureau of Economic Research, 1995.
Cerca il testo completoBoldrin, Michele. Asset pricing lessons for modeling business cycles. Rome: Banca d'Italia, 1996.
Cerca il testo completoBoldrin, Michele. Asset pricing lessons for modeling business cycles. [Roma]: Banca d'Italia, 1996.
Cerca il testo completoAltuğ, Sumru. Dynamic choice and asset markets. San Diego: Academic Press, 1994.
Cerca il testo completoMcEntegart, Karen. A comparison of mean-variance and mean-semivariance capital asset models : evidence from the Irish stock market. Dublin: University College Dublin, 1994.
Cerca il testo completoAït-Sahalia, Yacine. Nonparametric estimation of state-price densities implicit in financial asset prices. Cambridge, MA: National Bureau of Economic Research, 1995.
Cerca il testo completoBrandt, Michael W. A no-arbitrage approach to range-based estimation of return covariances and correlations. Cambridge, Mass: National Bureau of Economic Research, 2003.
Cerca il testo completoGao, 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. 8a ed. Beijing: She hui ke xue wen xian chu ban she, 2018.
Cerca il testo completoR, Harrington Diana. Modern portfolio theory, the capital asset pricing model, and arbitrage pricing theory: A user's guide. 2a ed. Englewood Cliffs, N.J: Prentice-Hall, 1987.
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