Results 311 to 320 of about 2,183,821 (353)

AN INTERTEMPORAL CAPITAL ASSET PRICING MODEL

, 1973
R. C. Merton
semanticscholar   +1 more source

A Capital Asset Pricing Model with Time-Varying Covariances

Journal of Political Economy, 1988
Tim Bollerslev, R. Engle, J. Wooldridge
semanticscholar   +1 more source

ASSET PRICING THEORY ASSET PRICING THEORY

2020
Kutsoati, Theresa, Kutsoati, Marian
openaire   +1 more source

Autoencoder asset pricing models

Journal of Econometrics, 2021
Bryan Kelly, Dacheng Xiu
exaly  

Heterogeneous intermediary asset pricing

Journal of Financial Economics, 2021
Mahyār Kargar
exaly  

Common pricing across asset classes: Empirical evidence revisited

Journal of Financial Economics, 2021
Nikolay Gospodinov, Cesare Robotti
exaly  

Asset pricing with heterogeneous agents and long-run risk

Journal of Financial Economics, 2021
Karl Schmedders
exaly  

Dynamic Asset Pricing Theory

, 1992
D. Duffie
semanticscholar   +1 more source

Conditional Skewness in Asset Pricing Tests

, 2000
Campbell R. Harvey, Akhtar Siddique
semanticscholar   +1 more source

AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES

, 1979
Douglas T. Breeden
semanticscholar   +1 more source