✦ LIBER ✦

Nontraded assets and the CAPM

✍ Scribed by Philippe Weil

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing a Nontradeable Asset and Its Der

✍ D. G. Luenberger 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 164 KB

An Asset-Pricing Theory Unifying the CAP

✍ K. C. John Wei 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 300 KB

LIQUIDITY AND ASSET PRICING UNDER THE TH

✍ Duong Nguyen; Suchismita Mishra; Arun Prakash; Dilip K. Ghosh 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 515 KB

The conditional CAPM does not explain as

✍ Jonathan Lewellen; Stefan Nagel 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 291 KB

Time-Varying Betas Help in Asset Pricing

✍ Akdeniz, Levent (author);Altay-Salih, Aslihan (author);Caner, Mehmet (author) 📂 Article 📅 2003 🏛 Walter de Gruyter GmbH 🌐 English ⚖ 307 KB

Time-Varying Betas Help in Asset Pricing

✍ Akdeniz, Levent (author);Altay-Salih, Aslihan (author);Caner, Mehmet (author) 📂 Article 📅 2003 🏛 Walter de Gruyter GmbH 🌐 English ⚖ 307 KB