Libri sul tema "Stocks Rate of return Mathematical models"

Flood, Robert P. Estimating the expected marginal rate of substitution: Exploiting idiosyncratic risk. Cambridge, MA: National Bureau of Economic Research, 2004.

Flood, Robert P. Estimating the expected marginal rate of substitution: Exploiting idiosyncratic risk. Cambridge, Mass: National Bureau of Economic Research, 2004.

Kandel, Shmuel. Portfolio inefficiency and the cross-section of expected returns. Cambridge, MA: National Bureau of Economic Research, 1994.

Campbell, John Y. Understanding risk and return. Cambridge, MA: National Bureau of Economic Research, 1993.

Kandel, Shmuel. On the predictability of stock returns: An asset-allocation perspective. Cambridge, MA: National Bureau of Economic Research, 1995.

Cochrane, John H. Volatility tests and efficient markets: A review essay. Cambridge, MA: National Bureau of Economic Research, 1991.

Cecchetti, Stephen G. The equity premium and the risk free rate: Matching the moments. Cambridge, MA: National Bureau of Economic Research, 1991.

Ferson, Wayne E. Weak and semi-strong form stock return predictability revisited. Cambridge, Mass: National Bureau of Economic Research, 2005.

Ferson, Wayne E. Weak and semi-strong form stock return predictability, revisited. Cambridge, MA: National Bureau of Economic Research, 2004.

Ferson, Wayne E. Weak and semi-strong form stock return predictability, revisited. Cambridge, Mass: National Bureau of Economic Research, 2004.

Kandel, Shmuel. Asset returns and intertemporal preferences. Cambridge, MA: National Bureau of Economic Research, 1991.

Campbell, John Y. The term structure of the risk-return tradeoff. Cambridge, MA: National Bureau of Economic Research, 2005.

Schankerman, Mark. Revisions and investment plans and the stock market rate of return. Cambridge, MA: National Bureau of Economic Research, 1991.

Parker, Jonathan A. Consumption risk and expected stock returns. Cambridge, Mass: National Bureau of Economic Research, 2003.

Parker, Jonathan A. Consumption risk and expected stock returns. [Princeton, NJ]: Woodrow Wilson School of Public and International Affairs, 2003.

Constantinides, George M. Junior can't borrow: A new perspective on the equity premium puzzle. Cambridge, MA: National Bureau of Economic Research, 1998.

Lettau, Martin. Why is long-horizon [equity] less risky?: A duration-based explanation of the value premium. Cambridge, Mass: National Bureau of Economic Research, 2005.

Jagannathan, Ravi. Consumption risk and the cost of equity capital. Cambridge, Mass: National Bureau of Economic Research, 2005.

Jagannathan, Ravi. Consumption risk and the cost of equity capital. Cambridge, MA: National Bureau of Economic Research, 2005.

Lettau, Martin. Why is long-horizon equity less risky?: A duration-based explanation of the value premium. Cambridge, MA: National Bureau of Economic Research, 2005.

Sarkar, 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.

Lustig, 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.

Abel, 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.

Polk, Christopher. New forecasts of the equity premium. Cambridge, MA: National Bureau of Economic Research, 2004.

Polk, Christopher. New forecasts of the equity premium. Cambridge, Mass: National Bureau of Economic Research, 2004.

Campbell, John Y. Estimating the equity premium. Cambridge, Mass: National Bureau of Economic Research, 2007.

Campbell, 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.

Campbell, John Y. By force of habit: A consumption-based explanation of aggregate stock market behavior. Cambridge, MA: National Bureau of Economic Research, 1994.

Dokko, 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.

Lahore School of Economics. Centre for Research in Economics & Business, a cura di. Size and value premium in Karachi Stock Exchange. Lahore: Centre for Research in Economics & Business, Lahore School of Economics, 2008.

Korajczyk, Robert A. Understanding stock price behavior around the time of equity issues. Cambridge, MA: National Bureau of Economic Research, 1989.

Cochrane, 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.

Bekaert, Geert. International stock return comovements. Cambridge, Mass: National Bureau of Economic Research, 2005.

Lettau, Martin. Reconciling the return predictability evidence. Cambridge, Mass: National Bureau of Economic Research, 2006.

Mastronikola, Katerina. Yield curves for gilt-edged stocks: A new model. London: Economics Division, Bank of England, 1991.

Mastronikola, Katerina. Yield curves for gilt-edged stocks: A new model. London: Bank of England, 1991.

Chin, Elion. Unconditional and conditional modeling of non-normal return densities: With application to risk measurement. Bern: Verlag Paul Haupt, 1999.

Cochrane, John H. The dog that did not bark: A defense of return predictability. Cambridge, Mass: National Bureau of Economic Research, 2006.

Pástor, Lubos̆. Estimating the intertemporal risk-return tradeoff using the implied cost of capital. Cambridge, Mass: National Bureau of Economic Research, 2006.

Hecht, Peter. Explaining returns with cash-flow proxies. Cambridge, Mass: National Bureau of Economic Research, 2005.

Jermann, Urban J. The equity premium implied by production. Cambridge, Mass: National Bureau of Economic Research, 2006.

Zhang, Lu. Anomalies. Cambridge, MA: National Bureau of Economic Research, 2005.

Lu, Naiping. The value spread as a predictor of returns. Cambridge, MA: National Bureau of Economic Research, 2005.

Andersen, 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.

Evans, 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.

Pagan, Adrian R. Alternative models for conditional stock volatility. Cambridge, MA: National Bureau of Economic Research, 1989.

Campbell, John Y. Bad beta, good beta. Cambridge, Mass: National Bureau of Economic Research, 2003.

J, Barro Robert. Public finance in models of economic growth. Cambridge, MA: National Bureau of Economic Research, 1990.

Akerson, Charles B. The internal rate of return in real estate investments: A research monograph. Chicago, Ill: American Society of Real Estate Counselors, 1988.

Lehmann, Bruce N. Notes on dynamic factor pricing models. Cambridge, MA: National Bureau of Economic Research, 1991.