Found 41 results for your keywords: subject="asset pricing model"
1 2 3 Berikutnya Hal. Akhir

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))

Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors

1
(Kan, Raymond) (Robotti, Cesare) (Gospodinov, Nikolay)

"Lucas" in the Laboratory

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

Equity Term Structures without Dividend Strips Data

1
(Bryan Kelly) (Stefano Giglio) (Serhiy Kozak)

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)

Fama-French Three Factor Model pada Excess Return Saham: Pengujian pada Capital Market Negara Hon…

1
(Zaafri A. Husodo (Pembimbing/Promotor)) (Buddi Wibowo (Penguji)) (R. Nugroho Purwantoro (Penguji)) (Silfia)

Insensitive Investors

1
(Constantin Charles) (Cary Frydman) (Mete Kilic)

Measuring “Dark Matter” in Asset Pricing Models

1
(Leonid Kogan) (Hui Chen) (Winston Wei Dou)

Stock Market and No-Dividend Stocks

1
(Adem Atmaz) (Suleyman Basak)

Liquidity Fluctuations in Over-the-Counter Markets

1
(Vincent Maurin)

Volatility Expectations and Returns

1
(Lars A. Lochstoer) (Tyler Muir)

Long-Run Risk : Is It There?

1
(Yukun Liu) (Ben Matthies)

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)

Bayesian Solutions for the Factor Zoo : We Just Ran Two Quadrillion Models

1
(Stevlana Bryzgalova) (Jiantao Huang) (Christian Julliard)

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)
1 2 3 Berikutnya Hal. Akhir