Buscar
Mostrando ítems 1-10 de 1410
Testing the Capital Asset Pricing Model using the Kalman Filter: Empirical Evidence from the Mexican Stock Market
(Universidad de Guadalajara, 2018)
Testing the Capital Asset Pricing Model using the Kalman Filter: Empirical Evidence from the Mexican Stock Market
(Universidad de Guadalajara, 2018-03)
Testing the Capital Asset Pricing Model using the Kalman Filter: Empirical Evidence from the Mexican Stock Market
(Universidad de Guadalajara, 2018-03)
Asset pricing under habit formation and disaster risk
(El Autor, 2017)
Asset prices and wealth inequality in a simple model with idiosyncratic shocks
(Universidad de Chile. Facultad de Economía y Negocios, 2017)
This paper analytically solves a heterogeneous agent model with idiosyncratic
shocks to marginal utility of consumption and explores the effects of the borrowing
constraint on the price of the asset, the composition of ...
The capital asset pricing theory and its misconceptions
(2016)
The CAPM is the fundamental model for pricing financial securities. Nevertheless, the way it is proved in Finance textbooks can be fairly confusing, and more complicated than necessary; with an excessive use of figures at ...