Search Results - subject:"asset pricing" - EconBiz

Theoretical asset pricing under behavioral decision making

Vries, Martijn Alexander de - 2022

Persistent link: https://www.econbiz.de/10013263004

Asset pricing under smooth ambiguity in continuous time

Hansen, Lars Peter; Miao, Jianjun - In: Economic theory 74 (2022) 2, pp. 335-371

Persistent link: https://www.econbiz.de/10013442033

Valuation risk revalued

De Groot, Oliver; Richter, Alexander W.; Throckmorton, … - In: Quantitative economics : QE ; journal of the … 13 (2022) 2, pp. 723-759

This paper shows the success of valuation risk-time‐preference shocks in Epstein-Zin utility-in resolving asset pricing … specification in a simple asset pricing model the puzzles resurface. However, when estimating a sequence of increasingly rich models …

Persistent link: https://www.econbiz.de/10013382046

Investor sentiment in asset pricing models : a review

Lis, Szymon - 2022

Persistent link: https://www.econbiz.de/10013473231

Regret and asset pricing

Goossens, Jorgo - 2022

Persistent link: https://www.econbiz.de/10013469629

Asset pricing in a multifactor setting

Cayirl, Omer; Kayalidere, Koray; Aktas, Huseyin - In: Borsa Istanbul Review 22 (2022) 6, pp. 1062-1068

We mathematically show that, no matter how many factors are added to the capital asset pricing model (CAPM), beta will …

Persistent link: https://www.econbiz.de/10014305738

Asset pricing with heterogeneous agents and non-normal return distributions

Beddock, Arthur - 2021

Persistent link: https://www.econbiz.de/10012617351

Arbitrage theory in a market of stochastic dimension

Bayraktar, Erhan; Kim, Donghan; Tilva, Abhishek - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 847-895

Persistent link: https://www.econbiz.de/10014565276

Determinants of time-varying equity risk premia in an emerging market

Candemir, Işıl; Karahan, Cenk C. - In: International journal of emerging markets 19 (2024) 6, pp. 1492-1520

Persistent link: https://www.econbiz.de/10014575537

Deep learning in asset pricing

Chen, Luyang; Pelger, Markus; Zhu, Jason - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 714-750

Persistent link: https://www.econbiz.de/10014513601

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