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~institution:"C.E.P.R. Discussion Papers"
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Asset Returns
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Capital-Asset-Pricing Model
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Equities
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Foreign Exchange
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Incomplete Markets
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Intertemporal Capital Asset Pricing Model
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capital asset pricing model (CAPM)
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Acharya, Viral V
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Giovannini, Alberto
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Nielsen, Lars Tyge
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Pedersen, Lasse Heje
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Vassalou, Maria
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C.E.P.R. Discussion Papers
National Bureau of Economic Research
500
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
17
Springer Fachmedien Wiesbaden
12
Ekonomiska forskningsinstitutet <Stockholm>
9
Federal Reserve Bank of St. Louis
9
Institute of Finance and Accounting <London>
9
Centre for Analytical Finance <Århus>
8
University of Chicago / Center for Research in Security Prices
8
Center for Economic Research <Tilburg>
7
Chambre de commerce et d'industrie de Paris
7
Deutsche Forschungsgemeinschaft
7
Erasmus Research Institute of Management
7
International Monetary Fund (IMF)
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
American Finance Association
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Rodney L. White Center for Financial Research
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Springer International Publishing
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Centre for Economic Policy Research
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Federal Reserve System / Division of Research and Statistics
5
Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Svenska Handelshögskolan <Helsinki>
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
4
Centro de Estudios Monetarios Latinoamericanos <México>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Stanford Institute for Economic Policy Research
4
The Wharton Financial Institutions Center
4
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
4
Woodrow Wilson School of Public and International Affairs, Princeton University
4
Association of European Operational Research Societies / Working Group on Financial Modelling
3
Books on Demand GmbH <Norderstedt>
3
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
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CEPR Discussion Papers
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Asset Pricing with Liquidity Risk
Acharya, Viral V
;
Pedersen, Lasse Heje
-
C.E.P.R. Discussion Papers
-
2003
asset
pricing
model
. Further, if a security's liquidity is persistent, a shock to its illiquidity results in low …
Persistent link: https://www.econbiz.de/10005067543
Saved in:
2
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments
Nielsen, Lars Tyge
;
Vassalou, Maria
-
C.E.P.R. Discussion Papers
-
1997
single factor capital
asset
pricing
model
(CAPM) with a constant capital market line, where the first and second moments of …
Persistent link: https://www.econbiz.de/10005789142
Saved in:
3
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets
Giovannini, Alberto
-
C.E.P.R. Discussion Papers
-
1988
conditional first and second moments are consistent with the Sharpe-Lintner-Mossin capital-
asset-pricing
model
(CAPM). We test the …
Persistent link: https://www.econbiz.de/10005791802
Saved in:
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