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~institution:"Bonn Graduate School of Economics"
~institution:"Erasmus Research Institute of Management"
~institution:"Stanford Institute for Economic Policy Research"
~language:"eng"
~subject:"CAPM"
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ECONIS (ZBW)
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Downside risk and asset pricing
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
Saved in:
2
Conditional downside risk and the CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Saved in:
3
A note on ending inventory valuation in multiperiod production scheduling
Heuvel, Wilco van den
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001694437
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4
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
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5
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825768
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6
Stock market liberalizations and the repricing of systematic risk
Chari, Anusha
(
contributor
);
Henry, Peter Blair
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917685
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7
Housing collateral, consumption insurance and risk premia
Lustig, Hanno
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923482
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8
Liquidity premia in dynamic bargaining markets
Weill, Pierre-Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001929925
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