Related Books

Conditional Betas and the Price of Risk in a Thin Asset Market
Language: en
Pages: 48

Conditional Betas and the Price of Risk in a Thin Asset Market

Authors: Markku Malkamäki
Categories:
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK

Estimating Conditional Betas and the Price of Risk for a Thin Stock Market
Language: en
Pages: 46

Estimating Conditional Betas and the Price of Risk for a Thin Stock Market

Authors: Markku Malkamäki
Categories:
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK

Conditional Risk Premia in Currency Markets and Other Asset Classes
Language: en
Pages: 54

Conditional Risk Premia in Currency Markets and Other Asset Classes

Authors: Martin Lettau
Categories: Carry trades (Foreign exchange)
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

The downside risk CAPM (DR-CAPM) can price the cross section of currency returns. The market-beta differential between high and low interest rate currencies is
Conditional Risk and Predictability of Finnish Stock Returns
Language: en
Pages: 38

Conditional Risk and Predictability of Finnish Stock Returns

Authors: Markku Malkamäki
Categories:
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK

Asset Pricing Theory
Language: en
Pages: 363

Asset Pricing Theory

Authors: Costis Skiadas
Categories: Business & Economics
Type: BOOK - Published: 2009-02-09 - Publisher: Princeton University Press

DOWNLOAD EBOOK

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological found