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实证资产定价模型讲义笔记Empirical asset pricing models
1 个回复 - 391 次查看实证资产定价模型讲义笔记Empirical asset pricing models （英文，可编辑pdf文档）Full Lecture Note on Empirical Asset Pricing Models 教学参考用书： Empirical asset pricing models data, empirical ...2023-8-19 15:09 - Barda-2025 - 现金交易版

Empirical Finance,Financial Modeling,Asset Pricing Models,WBS
1 个回复 - 236 次查看 Empirical Finance,Financial Modeling,Asset Pricing ModelsThe University of Warwick 2 NestleV01. xlsx AP1-Markets-and-Instruments. pptx AP2-Bond-Markets. pptx AP3-Utility-and-Mean-Variance. ...2023-8-12 07:53 - 2023Hua - 现金交易版

Testing capital asset pricing models using functional-coefficient panel data mod
3 个回复 - 470 次查看【作者(必填)】 23423 【文题(必填)】 Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence【年份(必填)】 234234 【全文链接或数据库名称 ...2024-1-1 20:59 - internet.hzx - 求助成功区

Stock Return Predictability and Asset Pricing Models
1 个回复 - 145 次查看【作者(必填)】 22 【文题(必填)】 Stock Return Predictability and Asset Pricing Models 【年份(必填)】 22 【全文链接或数据库名称(选填)】https://academic.oup.com/rfs/article-abstract/17/3/699/1612 ...2023-11-20 21:19 - internet.hzx - 求助成功区

Factor Models, Machine Learning, and Asset Pricing
1 个回复 - 576 次查看【作者(必填)】Stefano Giglio 【文题(必填)】Factor Models, Machine Learning, and Asset Pricing 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://www.annualreviews.org/doi/full/10.1146/annur ...2022-11-26 16:51 - xyang173 - 求助成功区

Empirical Asset Pricing Models and Methods，Wayne Ferson，MIT经典教材
1 个回复 - 1031 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

Nonparametric Specification Testing of Conditional Asset Pricing Models
1 个回复 - 396 次查看【作者(必填)】 2323 【文题(必填)】 Nonparametric Specification Testing of Conditional Asset Pricing Models 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/fu ...2021-6-2 15:53 - internet.hzx - 求助成功区

Skewed Normal Variance-Mean Models for Asset Pricing and the Method of Moments
1 个回复 - 730 次查看【作者(必填)】 23 【文题(必填)】 Skewed Normal Variance-Mean Models for Asset Pricing and the Method of Moments【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/2547269 ...2019-1-30 00:33 - internet.hzx - 求助成功区

Empirical Asset Pricing Models: Data, Empirical Verification& Model Search
2 个回复 - 1666 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）

Andrew W.Lo:Data-Snooping Biases in Tests of Financial Asset Pricing Models
1 个回复 - 1400 次查看 We investigate the extent to which tests of financial asset pricing models may be biased by using properties of the data to construct the test statistics. Specifically, we focus on tests using ret ...2013-5-17 23:10 - delphy_crystal - 金融学（理论版）

请问有Asset pricing I: Pricing Models Markus K. Brunnermeier 的中文版吗
1 个回复 - 607 次查看求一份Markus K. Brunnermeier的[/backcolor]Asset pricing I: Pricing Models a.y. 2014/2015的中文翻译版，谢谢2020-9-26 19:34 - 啧啧6 - 爱问频道

Empirical Asset Pricing Models and Methods
3 个回复 - 3783 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

Andrew W.Lo:Implementing Option Pricing Models When Asset Return are Predictable
1 个回复 - 1391 次查看 Option pricing formulas obtained from continuous-time no- arbitrage arguments such as the Black-Scholes formula generally do not depend on the drift term of the underlying asset's diffusion equati ...2013-5-17 23:47 - delphy_crystal - 金融学（理论版）

Asset Pricing Models and Financial Market Anomalies
1 个回复 - 747 次查看【作者(必填)】【文题(必填)】Asset Pricing Models and Financial Market Anomalies 【年份(必填)】2006 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/content/19/3/1001.full.pdf+html2014-11-21 13:46 - 不再后悔 - 求助成功区

Markov Switching in Portfolio Choice and Asset Pricing Models:
2 个回复 - 1144 次查看【作者(必填)】Massimo Guidolin 【文题(必填)】Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.emeraldinsight.c ...2014-7-16 02:02 - nkky2011 - 求助成功区

Using Long-run Consumption-Return Correlation to Test Asset Pricing Models
3 个回复 - 1151 次查看【作者(必填)】 Jianfeng Yu 【文题(必填)】 Using Long-run Consumption-Return Correlation to Test Asset Pricing Models, Review of Economic DynamicsVolume 15, Issue 3, July 2012, Pages 317–335【年份( ...2014-4-16 17:38 - pan1111111 - 求助成功区

求Investors' behavior and rotated asset pricing models
1 个回复 - 620 次查看【作者(必填)】【文题(必填)】Investors' behavior and rotated asset pricing models: Empirical evidence 【年份(必填)】【全文链接或数据库名称(选填)】http://search.proquest.com/pqdthssai/docview ...2013-12-8 17:27 - 不再后悔 - 求助成功区

求A new approach to testing asset pricing models: The bilinear paradigm
1 个回复 - 699 次查看【作者(必填)】【文题(必填)】A new approach to testing asset pricing models: The bilinear paradigm 【年份(必填)】【全文链接或数据库名称(选填)】2013-12-8 17:13 - nkliuxue - 文献求助专区

GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS
1 个回复 - 1121 次查看【作者(必填)】RAVI BANSAL a1c1 1 and BRUCE N. LEHMANN a2 【文题(必填)】GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://jou ...2013-4-30 13:51 - 迷途mitu - 求助成功区

Multi-moment Asset Allocation and Pricing Models
2 个回复 - 2342 次查看 Multi-moment Asset Allocation and Pricing Models <img src="http://pixhost.eu/avaxhome/avaxhome/2007-05-17/0470034157.jpg" border="0" alt=""/><p ...2007-5-23 12:58 - zhushiyou - 宏观经济学

Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance
4 个回复 - 2340 次查看 Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance2009-12-18 22:36 - fushengbin - 论文版

An Asset Pricing Approach to Testing General Term Structure Models includin...
0 个回复 - 444 次查看 2004-10-28 11:10 - 民事诉讼法学397 - Forum

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