Results 261 to 270 of about 280,116 (302)

Heterogeneous intermediary asset pricing

Journal of Financial Economics, 2018
I show that the composition of the financial sector has important asset pricing implications beyond the health of the aggregate financial sector. To assess the impact of massive balance sheet adjustments within the intermediary sector during the Great Recession and resolve conflicting asset pricing evidence, I propose a dynamic asset pricing model with
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ASSET PRICING THEORY ASSET PRICING THEORY

2020
Kutsoati, Theresa, Kutsoati, Marian
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Asset Pricing

2003
Takeaki Kariya, Regina Y. Liu
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Capital Asset Pricing Model

1987
Two general approaches to the problem of valuing assets under uncertainty may be distinguished. The first approach relies on arbitrage arguments of one kind or another, while under the second approach equilibrium asset prices are obtained by equating endogenously determined asset demands to asset supplies, which are typically taken as exogenous ...
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Autoencoder asset pricing models

Journal of Econometrics, 2021
Bryan Kelly, Dacheng Xiu
exaly  

Option pricing of carbon asset and its application in digital decision-making of carbon asset

Applied Energy, 2022
Yue Liu, Lixin Tian, Huaping Sun
exaly  

Asset pricing with heterogeneous agents and long-run risk

Journal of Financial Economics, 2021
Karl Schmedders
exaly  

Asset pricing: A tale of night and day

Journal of Financial Economics, 2020
Terrence Hendershott, Dmitry Livdan
exaly  

Asset pricing models

2006
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Asset Pricing

2022
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