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LANGUAGE:
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SUBJECT:
Econometric models
AND
Prices
AND
Securities
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LANGUAGE:
English
SUBJECT:
Econometric models
AND
Prices
AND
Securities
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1
Asymptotic methods for asset market equilibrium analysis
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Judd, Kenneth L.
Published 2001
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The size of the permanent component of asset pricing kernels
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Alvarez, Fernando
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Covariance risk, mispricing, and the cross section of security returns
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Daniel, Kent D.
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Inertemporal tax discontinuities
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New facts in finance
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Cochrane, John H.
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Portfolio advice for a multifactor world
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Cochrane, John H.
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CAMPUS
Diliman
6
DATABASE
Union Catalog (Buklod)
6
UNIT LIBRARY
School of Economics
6
YEAR OF PUBLICATION
From:
To:
CLASSIFICATION
H - Social Science
6
SUBJECT
Econometric models
Prices
Securities
Forecasting
3
Rate of return
3
Assets (Accounting)
2
Capital assets pricing model
2
Capital of investments
2
Portfolio management
2
Analysis of covariance
1
Arbitrage
1
Asymptotic distribution (Probability theory)
1
Attitudes
1
Bonds
1
Capital gains tax
1
Capital market
1
Derivative securities
1
Equilibrium (Economics)
1
Insider training in securities
1
Investment analysis
1
Kernel Functions
1
Pricing
1
Risk
1
Stockholders
1
Taxation
1
see all ...
AUTHOR
Cochrane, John H.
2
Alvarez, Fernando
1
Daniel, Kent D.
1
Guu, Sy-Ming
1
Hirshleifer, David
1
Jermann, Urban J.
1
Judd, Kenneth L.
1
Shackelford, Douglas
1
Subrahmanyam, Avanidhar
1
Verrecchia, Robert E.
1
see all ...
RESOURCE TYPE
Book
6
LANGUAGE
English
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