Pages that link to "Item:Q4770167"
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The following pages link to An Intertemporal Capital Asset Pricing Model (Q4770167):
Displaying 50 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Seasonality and idiosyncratic risk in mutual fund performance (Q297003) (← links)
- Robust option pricing (Q297417) (← links)
- Asymptotics for parametric GARCH-in-mean models (Q308384) (← links)
- Optimal contracts in portfolio delegation (Q317542) (← links)
- The paradox effects of uncertainty and flexibility on investment in renewables under governmental support (Q322816) (← links)
- Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
- Irreversible exit decisions under mean-reverting uncertainty (Q403751) (← links)
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis (Q426635) (← links)
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Optimal asset allocation: a worst scenario expectation approach (Q438769) (← links)
- Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
- State-dependent utilities and incomplete markets (Q459808) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Portfolio selections under mean-variance preference with multiple priors for means and variances (Q525212) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Information-based multi-assets artificial stock market with heterogeneous agents (Q619750) (← links)
- Econophysics for philosophers (Q643097) (← links)
- Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets (Q651334) (← links)
- Risk premia in general equilibrium (Q654607) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Monotonicity and continuity of the critical capital stock in the Dechert-Nishimura model (Q660093) (← links)
- Portfolio choice with Knightian uncertainty (Q673678) (← links)
- Optimal portfolio and consumption decisions in a stochastic environment with precommitment (Q673797) (← links)
- The dynamics of speculative behaviour (Q684761) (← links)
- Does knowing the volatility states affect the market risk premium? (Q691613) (← links)
- A capital asset pricing model under stable Paretian distributions in a pure exchange economy (Q705053) (← links)
- Semiparametric inference in a GARCH-in-mean model (Q738173) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Systemic losses due to counterparty risk in a stylized banking system (Q743444) (← links)
- Dynamic firm behavior within an uncertain environment (Q751961) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
- Asset pricing for general processes (Q804457) (← links)
- Optimal growth under uncertainty (Q806751) (← links)
- Risk taking by banks and capital accumulation: A portfolio approach (Q807329) (← links)
- Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies (Q807368) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- New evidence on risk factors, characteristics and the cross-sectional variation of Japanese stock returns (Q841851) (← links)
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Finite project life and uncertainty effects on investment (Q844709) (← links)
- The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method (Q857737) (← links)
