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Livros sobre o tema "Capital assets pricing model"

Autor: Grafiati

Publicado: 4 de junho de 2021

Última modificação: 28 de julho de 2024

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1

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

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2

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

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3

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

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4

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

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5

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

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6

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

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7

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

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8

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

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9

Bernd, Meyer. Intertemporal asset pricing: Evidence from Germany. New York: Physica-Verlag, 1999.

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10

Lewellen, Jonathan. The conditional CAPM does not explain asset-pricing anomalies. Cambridge, Mass: National Bureau of Economic Research, 2003.

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11

Chabi-Yo, Fousseni. Conditioning information and variance bounds on pricing kernels with higher-order moments: Theory and evidence. Ottawa: Bank of Canada, 2006.

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12

Cochrane, John H. A rehabilitation of stochastic discount factor methodology. Cambridge, MA: National Bureau of Economic Research, 2001.

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13

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.

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14

Parmler, Johan. Essays in empirical asset pricing. Stockholm: Economic Research Institute, Stockholm School of Economics, 2005.

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15

Parmler, Johan. Essays in empirical asset pricing. Stockholm: Economic Research Institute, 2005.

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16

Damodaran, Aswath. Damodaran on valuation: Security analysis for investment and corporate finances. [S.l.]: Wiley, 1994.

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17

M, Harris, e Stulz R. M, eds. Handbook of the Economics of Finance. S. l: Elsevier Science, 2002.

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18

Chen, Xiaohong. Land of addicts?: An empirical investigation of habit-based asset pricing behavior. Cambridge, MA: National Bureau of Economic Research, 2004.

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19

Campbell, John Y. Intertemporal asset pricing without consumption data. Cambridge, MA: National Bureau of Economic Research, 1992.

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20

Epstein, Larry G. Intertemporal asset pricing under Knightian uncertainty. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1992.

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21

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

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22

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

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23

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

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24

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

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25

Löffler, Andreas. Capital Asset Pricing Model mit Konsumtion. Wiesbaden: Deutscher Universitätsverlag, 1996. http://dx.doi.org/10.1007/978-3-663-08303-0.

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26

Stahl, Raphael. Capital Asset Pricing Model und Alternativkalküle. Wiesbaden: Springer Fachmedien Wiesbaden, 2016. http://dx.doi.org/10.1007/978-3-658-12025-2.

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27

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

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28

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

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29

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

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30

Vassiliou, P.-C. G. Discrete-time asset pricing models. London: ISTE Ltd/John Wiley & Sons, 2010.

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31

Hodrick, Robert J. An international dynamic asset pricing model. Cambridge, MA: National Bureau of Economic Research, 1999.

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32

Boldrin, Michele. Asset pricing lessons for modeling business cycles. Cambridge, MA: National Bureau of Economic Research, 1995.

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33

Boldrin, Michele. Asset pricing lessons for modeling business cycles. Cambridge, MA: National Bureau of Economic Research, 1995.

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34

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

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35

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

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36

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

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37

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

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38

Brandt, Michael W. A no-arbitrage approach to range-based estimation of return covariances and correlations. Cambridge, Mass: National Bureau of Economic Research, 2003.

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39

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.

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40

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

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41

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

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42

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

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43

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

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44

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

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45

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

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46

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

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47

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.

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48

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

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49

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

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50

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

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