https://iibv.org/capital-asset-pricing-model/
Capital Asset Pricing Model (CAPM) - iiBV
Jan 21, 2025 - Learn to apply the Capital Asset Pricing Model (CAPM) in real world business valuations with International Institute of Business Valuers
capital asset pricing modelcapm
https://lith.finance/
Lithium Finance | Decentralized Asset Pricing & DeFi Oracle Platform
Lithium Finance brings market participants together through economic incentives to estimate pricing for illiquid assets on demand.
asset pricinglithiumfinancedecentralizeddefi
https://theses.gla.ac.uk/84858/
Machine learning in asset pricing and portfolio optimization - Enlighten Theses
machine learningasset pricingportfolio optimizationenlightentheses
https://ideas.repec.org/a/oup/rfinst/v3y1990i3p431-67.html
Data-Snooping Biases in Tests of Financial Asset Pricing Models
Downloadable (with restrictions)! Tests of financial asset pricing models may yield misleading inferences when properties of the data are used to construct the...
data snoopingfinancial assetbiasestestspricing
https://handbook.monash.edu/2021/units/bfx4004
BFX4004 - Asset pricing theory - Monash University
This is the official site of the Monash University Handbook for course and unit information.
asset pricingtheorymonashuniversity
https://discovery.fiu.edu/display/pub290432
Mispricing in linear asset pricing models
asset pricinglinearmodels
https://bashtage.github.io/linearmodels/devel/asset-pricing/asset-pricing/linearmodels.asset_pricing.model.LinearFactorModel.fit.html
linearmodels.asset_pricing.model.LinearFactorModel.fit - linearmodels v7.1 (+24)
asset pricingmodelfit
https://markets.duke.edu/courses/asset-pricing-and-risk-management-1
Asset Pricing and Risk Management | Markets Management Studies
Integrates micro and macro economics with topics in finance. Utility maximization within mean variance framework for portfolio analysis and capital asset...
asset pricingrisk managementmarketsstudies
https://open.library.ubc.ca/soa/cIRcle/collections/ubctheses/831/items/1.0098363
Essays on financial asset pricing - UBC Library Open Collections
Learning, knowledge, research, insight: welcome to the world of UBC Library, the second-largest academic research library in Canada.
essays onfinancial assetlibrary openpricingubc
https://www.business-standard.com/amp/opinion/columns/from-domestic-to-global-asset-pricing-124010700834_1.html
From domestic to global asset pricing | Expert Views - Business Standard
Global asset pricing has interesting implications for investors and firms
asset pricingexpert viewsdomesticglobalbusiness
https://mpra.ub.uni-muenchen.de/36978/
Pemilihan Model Asset Pricing Munich Personal RePEc Archive
asset pricingpemilihanmodelmunichpersonal
https://courses.maths.ox.ac.uk/course/info.php?id=5414
Course information | Asset Pricing (2023-24) | Mathematical Institute
course informationasset pricingmathematicalinstitute
https://www.scirp.org/journal/paperinformation?paperid=25910
Asset Pricing with Relative Performance and Heterogeneous Agents
Discover how fund managers' portfolio choices and asset prices are influenced by relative performance and financial shocks. Explore the significant changes in...
asset pricingrelativeperformanceheterogeneousagents
https://ideas.repec.org/p/hal/journl/hal-02311789.html
Self-consistent asset pricing models
We discuss the foundations of factor or regression models in the light of the self-consistency condition that the market portfolio (and more generally the risk...
asset pricingselfconsistentmodels
https://ideas.repec.org/a/eee/dyncon/v22y1998i3p329-340.html
Solving asset pricing models with Gaussian shocks
Downloadable (with restrictions)! No abstract is available for this item.
asset pricingsolvingmodelsgaussianshocks
https://handbook.monash.edu/2021/units/bfx4005
BFX4005 - Empirical asset pricing and investments - Monash University
This is the official site of the Monash University Handbook for course and unit information.
asset pricingempiricalinvestmentsmonashuniversity
https://www.handbook.unsw.edu.au/undergraduate/courses/2025/fins4776
Handbook - Asset Pricing Theory
The UNSW Handbook is your comprehensive guide to degree programs, specialisations, and courses offered at UNSW.
asset pricinghandbooktheory
https://academiccommons.columbia.edu/doi/10.7916/m3sa-0h37
Essays in Asset Pricing and Private Equity | Academic Commons
This dissertation includes three essays in asset pricing and private equity. In the first chapter, Factor Model Selection Using the ICAPM, which is joint work...
asset pricingprivate equityessaysacademiccommons
https://www.nber.org/conferences/si-2024-asset-pricing
SI 2024 Asset Pricing | NBER
asset pricingsinber
https://bonndoc.ulb.uni-bonn.de/xmlui/handle/20.500.11811/4863
Essays on Empirical Asset Pricing and Investor Behavior
essays onasset pricingempiricalinvestorbehavior
https://www.nber.org/papers/w6673
LAPM: A Liquidity-based Asset Pricing Model | NBER
Founded in 1920, the NBER is a private, non-profit, non-partisan organization dedicated to conducting economic research and to disseminating research findings...
asset pricinglapmliquiditybasedmodel
https://bcf.princeton.edu/working-papers/asset-pricing-participation-constraints-and-inequality/
Asset Pricing, Participation Constraints, and Inequality - Bendheim Center for Finance
Feb 7, 2025 - Abstract How does the regulation of the financial sector impact household welfare and inequality? To answer this question, we build a macroeconomic model with...
asset pricingcenter forparticipationconstraintsinequality
https://www.ideals.illinois.edu/items/86871
Three Essays on Money and Asset Pricing | IDEALS
essays onasset pricingthreemoneyideals
https://warwick.ac.uk/fac/sci/statistics/postgrad/msc-mathematical-finance/coursestructure/ib9110assetpricingandrisk/
IB9110 Asset Pricing and Risk
asset pricingrisk
https://ideas.repec.org/p/att/wimass/9625.html
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market
We propose a theory of asset pricing based on heterogeneous agents who continually adapt their expectations to the market that these expectations aggregatively...
asset pricingendogenousexpectationsartificialstock
https://ideas.repec.org/p/mtl/montec/9126.html
Consumption and Equilibrium Asset Pricing: an Empirical Assessment
No abstract is available for this item.
asset pricingconsumptionequilibriumempiricalassessment
https://www.nber.org/papers/w8565
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model | NBER
Founded in 1920, the NBER is a private, non-profit, non-partisan organization dedicated to conducting economic research and to disseminating research findings...
capital asset pricing modeltrading volumeimplications
https://clsbluesky.law.columbia.edu/tag/capital-asset-pricing-model/
capital asset pricing model | CLS Blue Sky Blog
capital asset pricing modelblue skyclsblog
https://shop.elsevier.com/books/a-behavioral-approach-to-asset-pricing/shefrin/978-0-08-047603-2
A Behavioral Approach to Asset Pricing - 1st Edition | Elsevier Shop
asset pricingbehavioralapproacheditionelsevier
https://www.handbook.unsw.edu.au/undergraduate/courses/2022/fins4776
Handbook - Asset Pricing Theory
The UNSW Handbook is your comprehensive guide to degree programs, specialisations, and courses offered at UNSW.
asset pricinghandbooktheory
https://ieor.berkeley.edu/tag/asset-pricing/
asset pricing Archives - UC Berkeley IEOR Department - Industrial Engineering & Operations Research
asset pricinguc berkeleyindustrial engineeringarchives
https://handbook.monash.edu/2026/units/bfx5011
BFX5011 - Advanced asset pricing - Monash University
This is the official site of the Monash University Handbook for course and unit information.
asset pricingadvancedmonashuniversity
https://ideas.repec.org/p/een/camaaa/2015-33.html
Corporate asset pricing models and debt contracts
Downloadable! In the past decades financial markets rapidly gained on complexity due to an increased demand for risk diversification and hedging. A number of...
asset pricingcorporatemodelsdebtcontracts
https://www.nasdaq.com/glossary/a/asset-pricing-model
Asset pricing model Definition | Nasdaq
asset pricingmodel definitionnasdaq
https://www.nber.org/papers/w23274
Demand for Information and Asset Pricing | NBER
Founded in 1920, the NBER is a private, non-profit, non-partisan organization dedicated to conducting economic research and to disseminating research findings...
for informationasset pricingdemandnber
https://handbook.unsw.edu.au/postgraduate/courses/2024/fins5576
Handbook - Asset Pricing Theory
The UNSW Handbook is your comprehensive guide to degree programs, specialisations, and courses offered at UNSW.
asset pricinghandbooktheory
https://www.kellogg.northwestern.edu/academics-research/research/detail/2023/fiscal-capacity-an-asset-pricing-perspective/
Fiscal Capacity: An Asset Pricing Perspective | Kellogg School of Management
an assetschool offiscalcapacitypricing
https://ideas.repec.org/p/cie/wpaper/9304.html
Rational Asset Pricing Bubbles
This paper provides a fairly systematic study of general economic conditions under which rational asset pricing bubbles may arise in an intertemporal...
asset pricingrationalbubbles
https://math-finance.cims.nyu.edu/course/dynamic-asset-pricing-2nd-half-of-semester/
Dynamic Asset Pricing - NYU Courant
asset pricingdynamicnyucourant
https://programsandcourses.anu.edu.au/course/finm8020
Doctoral Studies in Asset Pricing 2 - ANU
doctoral studiesasset pricinganu
https://about.uq.edu.au/experts/project/62152
Limiting False Positives in Empirical Asset Pricing Tests | Project | UQ Experts
false positivesasset pricinglimitingempirical
https://elischolar.library.yale.edu/gsas_dissertations/110/
"Essays in Asset Pricing and Financial Intermediation" by Sharon Yin Ross
This dissertation consists of three essays on the topics of asset pricing, financial intermediation, and macrofinance. The first essay shows the role of...
pricing and financialby sharonessaysasset
https://handbook.monash.edu/2020/units/bfx5004
BFX5004 - Asset pricing theory - Monash University
This is the official site of the Monash University Handbook for course and unit information.
asset pricingtheorymonashuniversity
https://www.financial-economics.nl/
Financial Economics | Asset Pricing & Cost of Capital Research
Jan 8, 2026 - Research in financial economics, asset pricing, cost of capital, and empirical methods.
cost of capitalfinancial economicsasset pricingresearch
https://kuscholarworks.ku.edu/entities/publication/a6b2a08c-f046-4603-bd37-54232fe6b7cd
Essays on Asset Pricing and Political Risk
Some financial assets experience higher average returns than others. Asset-pricing theory suggests that this is due to the amount of systematic risk of that...
essays onasset pricingpoliticalrisk
https://www.nber.org/papers/w20744
Capital Share Risk in U.S. Asset Pricing | NBER
Founded in 1920, the NBER is a private, non-profit, non-partisan organization dedicated to conducting economic research and to disseminating research findings...
u sasset pricingcapitalsharerisk
https://bashtage.github.io/linearmodels/devel/asset-pricing/asset-pricing/linearmodels.asset_pricing.covariance.HeteroskedasticCovariance.square.html
linearmodels.asset_pricing.covariance.HeteroskedasticCovariance.square - linearmodels v7.1 (+24)
asset pricingcovariancesquare
https://www.hkubs.hku.hk/event/asset-pricing-with-optimal-under-diversification/
Asset Pricing with Optimal Under-Diversification - HKU Business School
Apr 20, 2023 - Speaker: Professor Vadim Elenev Assistant Professor of Finance Johns Hopkins Carey Business School Johns Hopkins University Abstract: We study sources and...
asset pricingoptimaldiversificationhkubusiness
https://open.bu.edu/items/7825ecce-aeb5-4670-99e2-7d606094c848
Two essays on empirical asset pricing
This dissertation consists of two papers on asset pricing. The first paper constructs a new framework based on recombinant tree structure to recover asset...
essays ontwoempiricalassetpricing
https://davidgreenadvisors.com/
Asset Liability Management Funds Transfer Pricing Banks
Jul 2, 2024 - David Green Advisors, LLC - Experts in risk and profitability management, Asset Liability Management and Funds Transfer Pricing for Banks
asset liability managementfunds transfer pricingbanks
https://ideas.repec.org/p/nbr/nberte/0065.html
Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills
Downloadable! Asset pricing relations are developed for a vector of assets with a time varying covariance structure. Assuming that the eigenvectors are...
https://documents.worldbank.org/en/publication/documents-reports/documentdetail/903711468766242014
Evaluating the asset based minimum tax on corporations : an option pricing approach
In many countries, well-meant ad hoc tax incentives proliferate over time, creating an opaque corporate tax structure and many unanticipated tax loopholes. Tax...
the assetminimum tax
https://drive.google.com/file/d/1cZGx9yG9gVY-HI61R_FomsrnWpC4k9t5/view?usp=sharing
1999 Edwin J. Elton - Expected Return, Realized Return, and Asset Pricing Tests.pdf - Google Drive
https://www.scirp.org/journal/PaperInformation?paperID=22133&
Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden...
Analyzing hidden factors in asset pricing models, this paper explores persistent cross-sectional memory in idiosyncratic risks. Using an extended Rescaled...
https://catalog.registrar.ucla.edu/course/2021/econc296c?siteYear=2021
Seminar: Asset Pricing
Few universities in the world offer the extraordinary range and diversity of academic programs that students enjoy at UCLA. Leadership in education, research,...
seminarassetpricing
https://zicklin.baruch.cuny.edu/subject_matter_expert/asset-management-asset-pricing/
Subject Matter Expertise Asset Management/Asset Pricing Archive - Zicklin School of Business |...
subject matter expertiseasset managementschool of
https://tobias-lib.uni-tuebingen.de/xmlui/handle/10900/76440
Econometric Analysis of Long-Run Risk in Empirical Asset Pricing
econometric analysislong runriskempiricalasset
https://eprints.soton.ac.uk/486213/
Solving heterogeneous-belief asset pricing models with short-selling constraints and many agents -...
https://monday.com/blog/service/asset-inventory-software/
Top 12 Asset Inventory Software Platforms Compared [2026] | Features, Benefits & Pricing
asset inventorysoftware platformstop
https://handbook.unsw.edu.au/postgraduate/courses/2020/fins5574
Handbook - Empirical Asset Pricing
The UNSW Handbook is your comprehensive guide to degree programs, specialisations, and courses offered at UNSW.
handbookempiricalassetpricing
https://researchconnect.buffalo.edu/en/publications/the-noninformation-cost-of-trading-and-its-relative-importance-in/
The noninformation cost of trading and its relative importance in asset pricing - SUNY University...
https://data.bnf.fr/temp-work/b066cff2f28db7e16d4381680534e94f/
Asset pricing
Toutes les informations de la Bibliotheque Nationale de France sur : Asset pricing - John Howland Cochrane
assetpricing
https://researchconnect.buffalo.edu/en/publications/decimal-pricing-and-information-based-trading-tick-size-and-infor/
Decimal pricing and information-based trading: Tick size and informational efficiency of asset...
pricing and information
https://dukespace.lib.duke.edu/items/7f83e764-7ca8-487f-95f1-ef2f62b8ee60
Risk Price Variation: The Missing Half of Empirical Asset Pricing
the missingriskpricevariationhalf
https://ecommons.cornell.edu/entities/publication/27110732-805a-49fb-aef5-d36e7b9e1e98
Essays In International Asset Pricing
The empirical research focuses on the common risk factors in stock returns and trading activities. The first essay is titled "Asset Pricing with Extreme...
essaysinternationalassetpricing
https://www.scicomp.com/
Derivatives Pricing Models | All Asset Classes | SciComp Inc.
Jan 3, 2022 - Derivatives pricing models: equity, FX, interest rate, convertible bonds, energy, credit, etc. Get C/C++/CUDA derivatives pricing source code. No hand coding.
all asset classespricing modelsderivativesinc
https://fraser.stlouisfed.org/title/finance-economics-discussion-series-1491/consumption-based-asset-pricing-models-investors-profit-evidence-model-based-priors-723817
Finance and Economics Discussion Series, From Which Consumption-Based Asset Pricing Models Can...
This paper compares consumption-based asset pricing models based on the forecasting performance of investors who use economic constraints derived from the...
finance and economics
https://catalog.registrar.ucla.edu/course/2023/econ298a?siteYear=2023
Proseminar: Asset Pricing
Few universities in the world offer the extraordinary range and diversity of academic programs that students enjoy at UCLA. Leadership in education, research,...
proseminarassetpricing
https://fraser.stlouisfed.org/title/finance-economics-discussion-series-1491/a-likelihood-based-comparison-macro-asset-pricing-models-723918
Finance and Economics Discussion Series, A Likelihood-Based Comparison of Macro Asset Pricing...
We estimate asset pricing models with multiple risks: long-run growth, long-run volatility, habit, and a residual. The Bayesian estimation accounts for the...
finance and economics
https://fintech.stanford.edu/events/aftlab-seminars/paolo-zaffaroni-imperial-college-london-cross-sectional-asset-pricing
Paolo Zaffaroni (Imperial College London): Cross-Sectional Asset Pricing with Unsystematic Risk |...
Paolo Zaffaroni (Imperial College London): Cross-Sectional Asset Pricing with Unsystematic RiskAuthors: Massimo Dello Preite, Raman Uppal, Paolo Zaffaroni,...
imperial college london
https://www.handbook.unsw.edu.au/undergraduate/courses/2022/fins4774
Handbook - Empirical Asset Pricing
The UNSW Handbook is your comprehensive guide to degree programs, specialisations, and courses offered at UNSW.
handbookempiricalassetpricing