https://rex.libraries.wsu.edu/esploro/outputs/doctoral/Information-Transmission-and-Investor-Reactions---/99900592258101842
Information Transmission and Investor Reactions -- Essays on Empirical Asset Pricing - Washington...
This dissertation consists of two essays that study the effects of information transmission on asset pricing under dynamic settings. My first essay studies the...
information transmissionasset pricinginvestorreactionsessays
https://rationality-and-competition.de/2018/02/15/the-term-structure-of-sharpe-ratios-and-arbitrage-free-asset-pricing-in-continuous-time/
The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time -...
term structuresharpe ratiosasset pricingcontinuous timearbitrage
https://researchonline.stthomas.edu/esploro/outputs/preprint/The-Predictability-Implied-by-Consumption-Based-Asset/991015469587203691
The Predictability Implied by Consumption-Based Asset Pricing Models: A Review of the Theory and...
The consumption-based models have a lack of predictive power for explaining variability of stock returns. This paper examines two well-known models, Campbell...
asset pricing modelspredictabilityimpliedconsumptionbased
https://journal.hep.com.cn/fbr/EN/10.1007/s11782-010-0015-1
Certainty Equivalent, Risk Premium and Asset Pricing
This paper attempts to determine the certainty equivalent of an uncertain future cash flow or value through the option pricing method, and builds models of...
certainty equivalentrisk premiumasset pricing
https://banking-vergleich.com/glossar/capital-asset-pricing-model/
Capital Asset Pricing Model - Begriffserklärung
Begriffserklärung zu: Capital Asset Pricing Model
asset pricing modelcapital
https://novus-cpq-podcast.libsyn.com/ai-pricing-fair-market-value-and-used-it-asset-cpq-with-garima-and-pulin
CPQ Podcast: AI Pricing, Fair Market Value, and Used IT Asset CPQ with Garima and Pulin
In this episode of the CPQ Podcast, Frank Sohn speaks with Garima and Pulin about how AI-driven fair market value (FMV) intelligence can support pricing and...
fair market valueused itcpqpodcastpricing
https://handbook.monash.edu/2025/units/BFX5005
BFX5005 - Empirical asset pricing and investments - Monash University
This is the official site of the Monash University Handbook for course and unit information.
asset pricingmonash universityempiricalinvestments
https://paperswithbacktest.com/strategies/conditional-asset-pricing-and-momentum
Conditional Asset Pricing and Momentum
The paper studies whether conditional asset-pricing models (conditional CAPM and conditional Fama-French 3-factor) can explain stock return momentum. It…
asset pricingconditionalmomentum
https://catalog.registrar.ucla.edu/course/2024/ECONC296A?siteYear=2024
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,...
asset pricingseminar
https://ideas.repec.org/p/nbr/nberwo/21920.html
Intermediary Asset Pricing: New Evidence from Many Asset Classes
Downloadable! We find that shocks to the equity capital ratio of financial intermediaries—Primary Dealer counterparties of the New York Federal Reserve—possess...
asset pricingintermediarynewevidencemany
https://www.wiwi.uni-muenster.de/fcm/de/studium/lehrveranstaltungen/431576
Advanced Asset Pricing | Finance Center Münster
asset pricingfinance centeradvanced
https://www.whitesphd.com/tags/asset-pricing/
Asset Pricing | Daniele Bianchi
asset pricingdanielebianchi
https://experience.mcintire.virginia.edu/content-tags/the-review-of-asset-pricing-studies-best-paper-award/
The Review of Asset Pricing Studies’ Best Paper Award - Experience McIntire
The researchers' findings reveal a central tension in the demand for disaster-reduction policies.
the reviewasset pricingbestpaperaward
https://etd.library.emory.edu/concern/etds/x059c789f
ETD | Pricing Multi-asset Path-dependent Options Through Monte Carlo Simulations | ID: x059c789f |...
monte carlo simulationspath dependentetdpricingmulti
https://www.handbook.unsw.edu.au/undergraduate/courses/2019/FINS4774
Handbook - Empirical Asset Pricing
The UNSW Handbook is your comprehensive guide to degree programs, specialisations, and courses offered at UNSW.
asset pricinghandbookempirical
https://www.ml-quant.com/papers/arxiv/2512.16251/
Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model · ML-Quant
The Consensus-Bottleneck Asset Pricing Model uses a neural network to mimic analyst reasoning, showing how investor beliefs influence asset prices and...
asset pricing modeldeep learninginterpretablestockreturns
https://marcelmueller.org/project/asset_pricing_with_slanted_news/
Asset Pricing with Slanted News | Marcel Müller
May 5, 2025 - We argue that media slant constitutes a source of ambiguity and show that the uncertainty stemming from slanted news is priced in the cross section of US...
asset pricingslantednewsmarcel
https://www.worldindata.com/data-category/asset-pricing-data-and-api/
Asset Pricing data and API
Find the complete available finance, investment, analysis, and stock market data options that include broad coverage, quality, formats, developer...
asset pricingdataapi
https://roderic.uv.es/items/b6dc1b24-7b7b-4a02-a23f-f2bcae1fe101
Unit 3: the capital asset pricing model (capm). parte teórica
La unidad se basa en cml, cml y el modelo capm.
asset pricing modelthe capitalunitcapmparte
https://www.digitalassetresearch.com/
Digital Asset Research - Crypto Pricing & Market Data
Digital Asset Research
digital assetmarket dataresearchcryptopricing
https://circlebizz.com/finance/capital-asset-pricing-model-capm/
Capital Asset Pricing Model (CAPM) - CIRCLE OF BUSINESS
Sep 6, 2019 - Capital Asset Pricing Model well known as CAPM model, shows the relationship between the expected rate of return and the systematic risk.
asset pricing modelcapitalcapmcirclebusiness
https://www.appliedfinance.com/valuation-beta-asset-pricing-model-critique/
Valuation Beta - Asset Pricing Model Critique - Applied Finance
asset pricing modelvaluationbetacritiqueapplied
https://dspace.mit.edu/entities/publication/a1dc8f9c-ce5f-4c8a-ad89-c7ccfcbe9372
Learning, dynamics of beliefs, and asset pricing
In the first chapter, I study the impact of statistical arbitrage on equilibrium asset prices. Arbitrageurs have to learn about the long-run behavior of the...
asset pricinglearningdynamicsbeliefs
https://ciencia.iscte-iul.pt/publications/10433/export
Exportar - Conditional Moment Restriction Estimation of Asset Pricing Models: Some Preliminary...
Sistema de gestão de informação científica do Iscte
asset pricing modelsexportarconditionalmomentrestriction
https://blog.twentyfouram.com/insights/corporate-hybrid-boom-comes-with-pricing-risks
Corporate hybrid boom comes with pricing risks | TwentyFour Asset Management
Corporate hybrid issuance is on track for a record year in both Europe and the US, driven by expanding supply well beyond the traditional utilities, energy,...
comes withasset managementcorporatehybridboom
https://dukespace.lib.duke.edu/items/8084d7f6-b18b-44fc-b00c-fbe040a954f4
Essays on Macro-finance and Asset Pricing
asset pricingessaysmacrofinance
https://discoveryheadlines.com/tag/capital-asset-pricing-model-capm/
Capital Asset Pricing Model (CAPM) - Discovery Headlines
asset pricing modelcapitalcapmdiscoveryheadlines
https://ciencia.iscte-iul.pt/publications/conditional-moment-restriction-estimation-of-asset-pricing-models-some-preliminary-results/10433
Conditional Moment Restriction Estimation of Asset Pricing Models: Some Preliminary Results -...
Sistema de gestão de informação científica do Iscte
asset pricing modelsconditionalmomentrestrictionestimation
https://www.darrm.org/pricing-plans/list
Plans & Pricing | DARRM™ — Digital Asset Rights & Risk Management
digital assetrisk managementplanspricingrights
https://www.bi.no/en/about-bi/events/2025/august/bi-shof-conference-2025/
The 11th BI-ShoF Conference on Asset Pricing and Financial Econometrics | BI
asset pricingfinancial econometricsshofconference
https://ideas.repec.org/a/bes/jnlbes/v14y1996i1p53-68.html
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors
This paper studies alternative methods for estimating parameters from multiperiod conditional moment restrictions. The authors' discussion is couched in the...
asset pricing modelsmoving averageefficientestimationlinear
https://www.cledara.com/marketplace/qonqord
Qonqord Digital Asset Management: Pricing & More | Cledara
Discover everything you need to know about Qonqord to make an informed decision. Pricing, use cases, how it compares in the Digital Asset Management category,...
digital asset managementpricing
https://researchers.westernsydney.edu.au/en/publications/average-drawdown-risk-and-capital-asset-pricing/fingerprints/
Average drawdown risk and capital asset pricing - Fingerprint - Western Sydney University
western sydney universitycapital assetaveragedrawdownrisk
https://math-finance.cims.nyu.edu/course/dynamic-asset-pricing-2nd-half-of-semester/?pg=6
Dynamic Asset Pricing - NYU Courant
asset pricingnyu courantdynamic
https://ideas.repec.org/a/ucp/jpolec/v104y1996i3p443-87.html
Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
Downloadable (with restrictions)! The authors examine an economy with aggregate and idiosyncratic income risk in which agents cannot contract on future labor...
the effectsincomplete marketson riskasset pricingevaluating