Found 40 results for your keywords: subject="pricing model"
1 2 Berikutnya Hal. Akhir

Analisis Akurasi Model Lima Faktor Fama-French dan Momentum dengan Model Lima Faktor Fama-French …

1
(Rahmat Aryo Baskoro (Pembimbing/Promotor)) (Dewi Hanggraeni (Penguji)) (Junino Jahja (Penguji)) (Dedi Effendi)

The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates

1
(Marcus, Alan J.) (Shaked, Israel)

The Effect of the default risk of debt on the earnings response coefficient

1
(Dhaliwal, Dan S.) (Reynolds, Stanley S.)

Expected utility asset allocation

2
(Sharpe, William F.)

Model Kombinasi Parsimony Faktor-faktor Fama French 6 factors, Quality Minus Junk, dan Betting ag…

1
(Zaafri Ananto Husodo (Pembimbing/Promotor)) (Buddi Wibowo (Penguji)) (Sensony Dwi Purwahyu) (Christy Dwita Mariana (Penguji))

"Lucas" in the Laboratory

1
(Asparouhova, Elena) (Bosserts, Peter) (Roy, Nilanjan) (Zame, William)

Putting the Price in Asset Pricing

1
(Thummim Cho) (Christopher Polk)

Analisis Dampak Ukuran Risiko Pasar terhadap Risiko Sistemik di Indonesia

1
(Rofikoh Rokhim (Pembimbing/Promotor)) (Maria Ulpah (Penguji)) (Junino Jahja (Penguji)) (Jodi Surya Gustanto)

Damodaran on valuation : security analysis for investment and corporate finance 2nd ed

3
(Damodaran, Aswath)

Volatility Expectations and Returns

1
(Lars A. Lochstoer) (Tyler Muir)

Testing Disagreement Models

1
(Yen) (Cheng Chang) (Pei) (Jie Hsiao) (Alexander Ljungqvist) (Kevin Tseng)

A New Test of Risk Factor Relevance

1
(Alex Chinco) (Samuel M. Hartzmark) (Abigail B. Sussman)

The Price of Higher Order Catastrophe Insurance : The Case of VIX Options

1
(Bjorn Eraker) (Aoxiang Yang)

Principal Portfolios

1
(Bryan Kelly) (Lasse Heje Pedersen) (Semyon Malamud)

Discount-Rate Risk in Private Equity : Evidence from Secondary Market Transactions

1
(Brian H. Boyer) (Taylor D. Nadauld) (Keith P. Vorkink) (Michael S. Weisbach)

Model Comparison with Transaction Costs

1
(Andrew Detzel) (Robert Novy) (Marx) (Mihail Velikov)

Operating Hedge and Gross Profitability Premium

1
(Leonid Kogan) (Jun Li) (Harold H. Zhang)

Theory of financial decision making

3
(Ingersoll, Jr, Jonathan E.)

Beta and returns revisited evidence from the German stock market

1
(Elsas, Ralf) (El) (Shaer, Mahmoud) (Theissen, Erik)

Estimation of expected return: CAPM vs. Fama and French

1
(Bartholdy, Jan) (Peare, Paula)
1 2 Berikutnya Hal. Akhir