结果：找到“empirical asset”相关内容37个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
AdvancedFinance,Bond research,Corporate Finance,Empirical Asset Pricing,微观市1 个回复 - 783 次查看 AdvancedFinance,Bond research,Corporate Finance,Empirical Asset Pricing,微观市场结构: 北大光华 刘玉珍老师主讲 刘玉珍AdvancedFinance PHDA.rar 刘玉珍AdvancedFinance PHDB.rar 刘玉珍Bond resear ...2022-6-4 20:22 - Lala-20200 - 现金交易版
Empirical asset pricing the cross section of stock returns PDF原版
20 个回复 - 12636 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns Turan G. Bali , Robert F. Engle , Scott Murray2017-9-28 17:36 - 十里春风 - 金融学（理论版）
20 个回复 - 12636 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns Turan G. Bali , Robert F. Engle , Scott Murray2017-9-28 17:36 - 十里春风 - 金融学（理论版）
Empirical Asset Pricing The Cross-Section of Stock Returns
9 个回复 - 3165 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns is a comprehensive overview of the most important findings of empirical asset pricing research. The book begins with thorough expositions of ...2017-6-24 20:17 - nivastuli - 金融学（理论版）
9 个回复 - 3165 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns is a comprehensive overview of the most important findings of empirical asset pricing research. The book begins with thorough expositions of ...2017-6-24 20:17 - nivastuli - 金融学（理论版）
格拉斯哥大学实证资产定价Empirical Asset Pricing课件，完全免费
17 个回复 - 8458 次查看 仅供参考 pdf文件为大纲 压缩包里有全部课件和lab的内容，第十节课为复习课，没有课件2014-3-23 08:51 - 陈肃1990 - 金融工程（数量金融）与金融衍生品
17 个回复 - 8458 次查看 仅供参考 pdf文件为大纲 压缩包里有全部课件和lab的内容，第十节课为复习课，没有课件2014-3-23 08:51 - 陈肃1990 - 金融工程（数量金融）与金融衍生品
【大师系列】金融学大牛John Campbell：Empirical Asset Pricing 附带10篇经典文献
690 个回复 - 78597 次查看 [相关阅读] 【大师系列】（资料汇总帖，持续添加中） 2013年诺贝尔经济学奖由Gene Fama, Lars Peter Hansen, 和Robert Shiller三人共同获得，为的是表彰他们在资产定价理论方面作出的杰出贡献。 在（[专题系 ...2014-4-19 09:09 - wwqqer - 金融学（理论版）
690 个回复 - 78597 次查看 [相关阅读] 【大师系列】（资料汇总帖，持续添加中） 2013年诺贝尔经济学奖由Gene Fama, Lars Peter Hansen, 和Robert Shiller三人共同获得，为的是表彰他们在资产定价理论方面作出的杰出贡献。 在（[专题系 ...2014-4-19 09:09 - wwqqer - 金融学（理论版）
Empirical Asset Pricing Models and Methods，Wayne Ferson，MIT经典教材
1 个回复 - 1029 次查看 资产定价好书，MIT经典教材，2019版，azw3格式。2022-3-14 18:43 - zjbigcat - 金融工程（数量金融）与金融衍生品
1 个回复 - 1029 次查看 资产定价好书，MIT经典教材，2019版，azw3格式。2022-3-14 18:43 - zjbigcat - 金融工程（数量金融）与金融衍生品
empirical asset pricing the cross section of stock returns / TURAN G.BALI
3 个回复 - 4864 次查看 2017-8-26 16:35 - hahaha33hahaha - 金融学（理论版）
3 个回复 - 4864 次查看 2017-8-26 16:35 - hahaha33hahaha - 金融学（理论版）
【Wiley 金融】 Empirical Asset Pricing: The Cross Section of Stock Returns (2016
94 个回复 - 19969 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns Turan G. Bali, Robert F. Engle, Scott Murray “Bali, Engle, and Murray have produced a highly accessible introduction to the techn ...2016-12-1 13:51 - cmwei333 - 金融学（理论版）
94 个回复 - 19969 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns Turan G. Bali, Robert F. Engle, Scott Murray “Bali, Engle, and Murray have produced a highly accessible introduction to the techn ...2016-12-1 13:51 - cmwei333 - 金融学（理论版）
Ioannis Korkos+ Detecting bubbles in asset prices: an empirical investigation in
4 个回复 - 587 次查看 【作者(必填)】Ioannis Korkos 【文题(必填)】 Detecting bubbles in asset prices: an empirical investigation in the US stock exchange market[/backcolor] 【年份(必填)】2014 【全文链接或数据库名称 ...2021-2-26 15:14 - harlon1976 - 文献求助专区
4 个回复 - 587 次查看 【作者(必填)】Ioannis Korkos 【文题(必填)】 Detecting bubbles in asset prices: an empirical investigation in the US stock exchange market[/backcolor] 【年份(必填)】2014 【全文链接或数据库名称 ...2021-2-26 15:14 - harlon1976 - 文献求助专区
Asset Pricing Ambiguity: Empirical Evidence
4 个回复 - 1335 次查看 Asset Pricing Ambiguity: Empirical Evidence2020-9-21 10:02 - ruiz_liu - 量化投资
4 个回复 - 1335 次查看 Asset Pricing Ambiguity: Empirical Evidence2020-9-21 10:02 - ruiz_liu - 量化投资
实证资产定价 (Empirical Asset Pricing)
4 个回复 - 5743 次查看 实证资产定价（Empirical asset pricing）python package已经发布于Github. 包的具体用法(Documentation)博主将会陆续详细介绍。 Github: GitHub - whyecofiliter/EAP: empirical asset pricing https://github. ...2022-1-31 08:24 - helloKathy - 金融学（理论版）
4 个回复 - 5743 次查看 实证资产定价（Empirical asset pricing）python package已经发布于Github. 包的具体用法(Documentation)博主将会陆续详细介绍。 Github: GitHub - whyecofiliter/EAP: empirical asset pricing https://github. ...2022-1-31 08:24 - helloKathy - 金融学（理论版）
Korkos+Detecting bubbles in asset prices: an empirical investigation in the
1 个回复 - 324 次查看 【作者(必填)】Korkos 【文题(必填)】Detecting bubbles in asset prices: an empirical investigation in the US【年份(必填)】2014 【全文链接或数据库名称(选填)】2021-9-11 06:25 - harlon1976 - 文献求助专区
1 个回复 - 324 次查看 【作者(必填)】Korkos 【文题(必填)】Detecting bubbles in asset prices: an empirical investigation in the US【年份(必填)】2014 【全文链接或数据库名称(选填)】2021-9-11 06:25 - harlon1976 - 文献求助专区
Korkos+Detecting bubbles in asset prices: an empirical investigation in the US
0 个回复 - 244 次查看 【作者(必填)】I Korkos 【文题(必填)】Detecting bubbles in asset prices: an empirical investigation in the US stock exchange market 【年份(必填)】2014 【全文链接或数据库名称(选填)】2021-9-10 22:50 - harlon1976 - 文献求助专区
0 个回复 - 244 次查看 【作者(必填)】I Korkos 【文题(必填)】Detecting bubbles in asset prices: an empirical investigation in the US stock exchange market 【年份(必填)】2014 【全文链接或数据库名称(选填)】2021-9-10 22:50 - harlon1976 - 文献求助专区
Empirical Asset Pricing Models and Methods
3 个回复 - 3776 次查看 【作者(必填)】 Wayne Ferson 【文题(必填)】 Empirical Asset Pricing Models and Methods 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://mitpress.mit.edu/books/empirical-asset-pricing ...2019-3-23 12:42 - rearey - 文献求助专区
3 个回复 - 3776 次查看 【作者(必填)】 Wayne Ferson 【文题(必填)】 Empirical Asset Pricing Models and Methods 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://mitpress.mit.edu/books/empirical-asset-pricing ...2019-3-23 12:42 - rearey - 文献求助专区
签到Empirical Asset Pricing: The Cross Section of Stock
0 个回复 - 378 次查看 Empirical Asset Pricing: The Cross Section of Stock跪求2020-7-2 13:59 - melody_66 - 灌水吧
0 个回复 - 378 次查看 Empirical Asset Pricing: The Cross Section of Stock跪求2020-7-2 13:59 - melody_66 - 灌水吧
Empirical Asset Pricing via Machine Learning
0 个回复 - 1551 次查看 Empirical Asset Pricing via Machine Learning Shihao Gu Booth School of Business, University of Chicago Bryan Kelly Yale University, AQR Capital Management, and NBER Dacheng Xiu Booth School o ...2020-4-25 16:56 - 2464_1576338390 - 论文版
0 个回复 - 1551 次查看 Empirical Asset Pricing via Machine Learning Shihao Gu Booth School of Business, University of Chicago Bryan Kelly Yale University, AQR Capital Management, and NBER Dacheng Xiu Booth School o ...2020-4-25 16:56 - 2464_1576338390 - 论文版
EMPIRICAL ASSET PRICING The Cross Section of Stock Returns [高清]
5 个回复 - 2673 次查看 EMPIRICAL ASSET PRICING The Cross Section of Stock Returns [高清] TURAN G. BALI 【Cross section 的大神】 ROBERT F. ENGLE SCOTT MURRAY 20162018-2-2 18:39 - ka-ka - 金融学（理论版）
5 个回复 - 2673 次查看 EMPIRICAL ASSET PRICING The Cross Section of Stock Returns [高清] TURAN G. BALI 【Cross section 的大神】 ROBERT F. ENGLE SCOTT MURRAY 20162018-2-2 18:39 - ka-ka - 金融学（理论版）
Some Empirical Foundations for Tactical Asset Allocation
1 个回复 - 598 次查看 【作者(必填)】R. David Ranson 【文题(必填)】Some Empirical Foundations for Tactical Asset Allocation 【年份(必填)】The Journal of Wealth Management Winter 2016, 19 (3) 62-74 【全文链接或数据库 ...2019-8-9 00:59 - wangzt - 求助成功区
1 个回复 - 598 次查看 【作者(必填)】R. David Ranson 【文题(必填)】Some Empirical Foundations for Tactical Asset Allocation 【年份(必填)】The Journal of Wealth Management Winter 2016, 19 (3) 62-74 【全文链接或数据库 ...2019-8-9 00:59 - wangzt - 求助成功区
Some Empirical Foundations for Tactical Asset Allocation
1 个回复 - 1065 次查看 【作者(必填)】R. David Ranson 【文题(必填)】Some Empirical Foundations for Tactical Asset Allocation 【年份(必填)】Winter 2016, Vol. 19, No. 3: pp. 62-74 【全文链接或数据库名称(选填)】http://ww ...2016-10-27 18:08 - lopemann - 文献求助专区
1 个回复 - 1065 次查看 【作者(必填)】R. David Ranson 【文题(必填)】Some Empirical Foundations for Tactical Asset Allocation 【年份(必填)】Winter 2016, Vol. 19, No. 3: pp. 62-74 【全文链接或数据库名称(选填)】http://ww ...2016-10-27 18:08 - lopemann - 文献求助专区
Empirical Asset Pricing
1 个回复 - 1315 次查看 I found two new interesting SSRN working papers of Campbell Harvey, who is a big name in finance academia. Both are related to machine learning. 1. Modelling Analysts’ Recommendations via B ...2018-12-26 23:38 - shhtony - 金融学（理论版）
1 个回复 - 1315 次查看 I found two new interesting SSRN working papers of Campbell Harvey, who is a big name in finance academia. Both are related to machine learning. 1. Modelling Analysts’ Recommendations via B ...2018-12-26 23:38 - shhtony - 金融学（理论版）
Does Money Explain Asset Returns? Theory and Empirical Analysis
1 个回复 - 483 次查看 【作者(必填)】K. C. Chan， Silverio Foresi， H. P. Lang 【文题(必填)】Does Money Explain Asset Returns? Theory and Empirical Analysis 【年份(必填)】1996 【全文链接或数据库名称(选填)】https://ww ...2018-10-4 22:46 - victorbian - 求助成功区
1 个回复 - 483 次查看 【作者(必填)】K. C. Chan， Silverio Foresi， H. P. Lang 【文题(必填)】Does Money Explain Asset Returns? Theory and Empirical Analysis 【年份(必填)】1996 【全文链接或数据库名称(选填)】https://ww ...2018-10-4 22:46 - victorbian - 求助成功区
Empirical Asset Pricing Models: Data, Empirical Verification& Model Search
2 个回复 - 1664 次查看 This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verifi ...2018-3-23 09:16 - shyyw - 金融学（理论版）
2 个回复 - 1664 次查看 This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verifi ...2018-3-23 09:16 - shyyw - 金融学（理论版）
求书 Empirical Asset Pricing: The Cross Section of Stock Returns (2016)
9 个回复 - 4349 次查看 【作者(必填)】Bali 等 【文题(必填)】Empirical Asset Pricing: The Cross Section of Stock Returns 【年份(必填)】March 2016 【全文链接或数据库名称(选填)】http://www.rarshare.com/empirical-asset ...2016-5-28 10:05 - stxb - 求助成功区
9 个回复 - 4349 次查看 【作者(必填)】Bali 等 【文题(必填)】Empirical Asset Pricing: The Cross Section of Stock Returns 【年份(必填)】March 2016 【全文链接或数据库名称(选填)】http://www.rarshare.com/empirical-asset ...2016-5-28 10:05 - stxb - 求助成功区
The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and
38 个回复 - 7448 次查看 The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility theory, have been heavily criticized theoretically and empirically. The advent of b ...2014-7-1 02:17 - 大家开心 - 会计与财务管理
38 个回复 - 7448 次查看 The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility theory, have been heavily criticized theoretically and empirically. The advent of b ...2014-7-1 02:17 - 大家开心 - 会计与财务管理
Market microstructure and asset pricing: An empirical investigation of NYSE and
3 个回复 - 1182 次查看 【作者(必填)】Tim Loughran 【文题(必填)】Market microstructure and asset pricing: An empirical investigation of NYSE and NASDAQ securities 【年份(必填)】1993 【全文链接或数据库名称(选填)】htt ...2016-12-8 12:21 - blueskyy - 求助成功区
3 个回复 - 1182 次查看 【作者(必填)】Tim Loughran 【文题(必填)】Market microstructure and asset pricing: An empirical investigation of NYSE and NASDAQ securities 【年份(必填)】1993 【全文链接或数据库名称(选填)】htt ...2016-12-8 12:21 - blueskyy - 求助成功区
求助：Empirical Asset Pricing: The Cross Section of Stock Returns
1 个回复 - 2078 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns (Wiley Series in Probability and Statistics)Apr 4, 2016 by Turan G. Bali and Robert F. Engle2016-5-18 00:12 - beyondstar - R语言论坛
1 个回复 - 2078 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns (Wiley Series in Probability and Statistics)Apr 4, 2016 by Turan G. Bali and Robert F. Engle2016-5-18 00:12 - beyondstar - R语言论坛
An Empirical Equilibrium Model of a Decentralized Asset Market, Econometrica2016
1 个回复 - 1196 次查看 《An Empirical Equilibrium Model of a Decentralized Asset Market》 此篇是发表在2016年Econometrica上关于分散资产市场的一篇论文。 作者分析了贸易摩擦和中间商对资产配置， 资产价格，以及商业飞机市场福利 ...2016-11-8 02:51 - DuShu16 - 微观经济学
1 个回复 - 1196 次查看 《An Empirical Equilibrium Model of a Decentralized Asset Market》 此篇是发表在2016年Econometrica上关于分散资产市场的一篇论文。 作者分析了贸易摩擦和中间商对资产配置， 资产价格，以及商业飞机市场福利 ...2016-11-8 02:51 - DuShu16 - 微观经济学
[下载]Empirical Dynamic Asset Pricing (高清版)
34 个回复 - 14777 次查看 【书名】Empirical Dynamic Asset Pricing：Model Specification and Econometric Assessment 【作者】Kenneth J. Singleton 【出版社】Princeton University Press 【版本】1st edition 【出版日期】2006 【文 ...2008-12-30 00:05 - mtuwei - 计量经济学与统计软件
34 个回复 - 14777 次查看 【书名】Empirical Dynamic Asset Pricing：Model Specification and Econometric Assessment 【作者】Kenneth J. Singleton 【出版社】Princeton University Press 【版本】1st edition 【出版日期】2006 【文 ...2008-12-30 00:05 - mtuwei - 计量经济学与统计软件
1990年Elesiver期刊论文Intertemporal asset pricing: An Empirical Investigation
1 个回复 - 855 次查看 【作者(必填)】Jay Shanken 【文题(必填)】Intertemporal asset pricing: An Empirical Investigation 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/p ...2016-10-29 11:29 - wylin - 求助成功区
1 个回复 - 855 次查看 【作者(必填)】Jay Shanken 【文题(必填)】Intertemporal asset pricing: An Empirical Investigation 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/p ...2016-10-29 11:29 - wylin - 求助成功区
Empirical research on monetary policy, asset prices and inflation:
1 个回复 - 673 次查看 【作者(必填)】Shenglong Liua, Guifu Chenb* & Shigeyuki Hamoric 【文题(必填)】Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China ...2016-1-4 08:35 - zx8387 - 求助成功区
1 个回复 - 673 次查看 【作者(必填)】Shenglong Liua, Guifu Chenb* & Shigeyuki Hamoric 【文题(必填)】Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China ...2016-1-4 08:35 - zx8387 - 求助成功区
Empirical Cross-Sectional Asset Pricing
1 个回复 - 1010 次查看 【作者(必填)】Stefan Nagel 【文题(必填)】Empirical Cross-Sectional Asset Pricing 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.annualreviews.org/doi/abs/10.1146/annurev-financial ...2015-5-14 09:19 - nkky2011 - 求助成功区
1 个回复 - 1010 次查看 【作者(必填)】Stefan Nagel 【文题(必填)】Empirical Cross-Sectional Asset Pricing 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.annualreviews.org/doi/abs/10.1146/annurev-financial ...2015-5-14 09:19 - nkky2011 - 求助成功区
Empirical Cross-Sectional Asset Pricing
4 个回复 - 1068 次查看 【作者(必填)】Stefan Nagel[/backcolor] 【文题(必填)】Empirical Cross-Sectional Asset Pricing 【年份(必填)】2013 【全文链接或数据库名称(选填)】JSTOR2015-2-7 10:52 - siegfriedkirche - 求助成功区
4 个回复 - 1068 次查看 【作者(必填)】Stefan Nagel[/backcolor] 【文题(必填)】Empirical Cross-Sectional Asset Pricing 【年份(必填)】2013 【全文链接或数据库名称(选填)】JSTOR2015-2-7 10:52 - siegfriedkirche - 求助成功区
求书The Capital Asset Pricing Model In The 21st Century Analytical, Empirical, A
1 个回复 - 1566 次查看 The Capital Asset Pricing Model In The 21st Century: Analytical, Empirical, And Behavioral Perspectives2014-4-10 23:18 - nkky2011 - 悬赏大厅
1 个回复 - 1566 次查看 The Capital Asset Pricing Model In The 21st Century: Analytical, Empirical, And Behavioral Perspectives2014-4-10 23:18 - nkky2011 - 悬赏大厅
求书：The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical
7 个回复 - 1236 次查看 谁能搞到The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives 这本书呀？ 谢谢2014-2-6 10:36 - lovebao - 悬赏大厅
7 个回复 - 1236 次查看 谁能搞到The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives 这本书呀？ 谢谢2014-2-6 10:36 - lovebao - 悬赏大厅
Empirical Cross-Sectional Asset Pricing
1 个回复 - 710 次查看 【作者(必填)】 Stefan Nagel 【文题(必填)】Empirical Cross-Sectional Asset Pricing 【年份(必填)】Annual Review of Financial EconomicsVol. 5: 167-199 (Volume publication date November 2013) Fir ...2014-4-23 23:10 - nkky2011 - 求助成功区
1 个回复 - 710 次查看 【作者(必填)】 Stefan Nagel 【文题(必填)】Empirical Cross-Sectional Asset Pricing 【年份(必填)】Annual Review of Financial EconomicsVol. 5: 167-199 (Volume publication date November 2013) Fir ...2014-4-23 23:10 - nkky2011 - 求助成功区
Andrew W.Lo:Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge
1 个回复 - 1234 次查看 We establish a link between illiquidity and positive autocorrelation in asset returns among a sample of hedge funds, mutual funds, and various equity portfolios. For hedge funds, this link can be ...2013-5-17 22:37 - delphy_crystal - 金融学（理论版）
1 个回复 - 1234 次查看 We establish a link between illiquidity and positive autocorrelation in asset returns among a sample of hedge funds, mutual funds, and various equity portfolios. For hedge funds, this link can be ...2013-5-17 22:37 - delphy_crystal - 金融学（理论版）
Motives for fixed-asset revaluation: An empirical analysis with Swiss data
1 个回复 - 772 次查看 【作者(必填)】Franck Missonier-Piera 【文题(必填)】Motives for fixed-asset revaluation: An empirical analysis with Swiss data 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://www.scien ...2013-4-9 09:46 - cuijingcj - 求助成功区
1 个回复 - 772 次查看 【作者(必填)】Franck Missonier-Piera 【文题(必填)】Motives for fixed-asset revaluation: An empirical analysis with Swiss data 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://www.scien ...2013-4-9 09:46 - cuijingcj - 求助成功区
