✦ LIBER ✦

Testing multi-beta asset pricing models

✍ Scribed by Raja Velu; Guofu Zhou

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing Asymmetric-Information Asset Pri

✍ Kelly, B.; Ljungqvist, A. 📂 Article 📅 2012 🏛 Oxford University Press 🌐 English ⚖ 551 KB

A net beta test of asset pricing models

✍ Cherif Guermat; Mark C. Freeman 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 255 KB

Testing conditional asset pricing models

✍ Javed Iqbal; Robert Brooks; Don U.A. Galagedera 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 486 KB

MODELLING ASSET PRICES WITH TIME-VARYING

✍ STEPHEN G. HALL; DAVID K. MILES; MARK P. TAYLOR 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 746 KB

Self-consistent asset pricing models

✍ Y. Malevergne; D. Sornette 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 651 KB

Evaluating alternative methods for testi

✍ Martín Lozano; Gonzalo Rubio 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 218 KB