Suchergebnisse

Empirical Testing of Asset Pricing Models

In: NBER Working Paper No. w4043

Asset pricing and intrinsic values

In: Journal of Monetary Economics, Band 28, Heft 3, S. 485-500

Notes on Dynamic Factor Pricing Models

In: NBER Working Paper No. w3677

Asset Pricing and Intrinsic Values: A Review Essay

In: NBER Working Paper No. w3873

Residual Risk Revisited

In: NBER Working Paper No. w1908

Mutual Fund Performance Evaluation: a Comparison of Benchmarks and Benchmark Comparisons

In: NBER Working Paper No. w1721

The Empirical Foundations of the Arbitrage Pricing Theory I: the Empirical Tests

In: NBER Working Paper No. w1725

Asset Allocation Dynamics and Pension Fund Performance

In: The journal of business, Band 72, Heft 4, S. 429-461

ISSN: 1537-5374

High-Frequency Trading

In: Johnson School Research Paper Series No. #20-2013