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Chapter 5 Theory and empirical testing of asset pricing models · Study

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ChapterChapter 5 Theory and empirical testing of asset pricing models

Wayne E. Ferson1995

Chapter1995

Chapter 5 Theory and empirical testing of asset pricing models

Wayne E. Ferson

59 citations·0/0 files stored·Handbooks in operations research and management science

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1993Common risk factors in the returns on stocks and bonds 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1973Risk, Return, and Equilibrium: Empirical Tests 1970Efficient Capital Markets: A Review of Theory and Empirical Work

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2000Tests of Mean-Variance Spanning 2007Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises 2021Equal or Value Weighting? Implications for Asset-Pricing Tests 2002Stochastic Discount Factor Bounds with Conditioning Information 2013Game Theory Models in Finance

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Details

Year1995

Typechapter

Published1995-01-01

VenueHandbooks in operations research and management science

ISSN-L0927-0507

Languageen

Citations59

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0927-0507(05)80049-0

openalex_workW1547782405

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