10.1.1.118
Emotions Affect Markets in Predictable Ways: Behavioral Finance and Sentiment Analysis
Lecture notes in financial economics
2010 10 03- An Unifying Approach to the Empirical Evaluation of Asset Pricing Model - Peñaranda, Sentana
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The Evolution of Capital Asset Pricing Models Sheng-Syan Chen, National Taiwan University Cheng-Few Lee, Rutgers University Yi-Cheng Shih, National Taipei.
The International CAPM Redux Brusa-Ramadorai-Verdelhan Discussion by Anusha Chari (UNC-Chapel Hill & NBER) November 2014.
Risk Factor Investing ASSET PRICING AND PORTFOLIO CHOICE Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche Anno Accademico 2014/2015.
Evaluation and pricing of risk under stochastic volatility
Evaluation and pricing of risk under stochastic volatility Giacomo Bormetti Scuola Normale Superiore, Pisa.
L8: Consumption Based CAPM1 Lecture 8: Basics of Consumption-based Models The following topics will be covered: Overview of Consumption-based Models –Basic.
