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Three centuries of asset pricing · Study

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ArticleThree centuries of asset pricing

Elroy Dimson1999

OA

Articlegreen1999

Three centuries of asset pricing

Elroy Dimson · Massoud Mussavian

89 citations·0/0 files stored·Journal of Banking & Finance

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

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References

1973The Pricing of Options and Corporate Liabilities 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 2019Theory of games and economic behavior 1958The Cost of Capital, Corporation Finance and the Theory of Investment 1973Risk, Return, and Equilibrium: Empirical Tests

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2015Cross-sectional stock return predictability in China 2013Why finance theory fails to survive contact with the real world: A fund manager perspective 2019Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis 2002The Closed-End Fund Discount

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2009Risk and Return in General: Theory and Evidencepreprint · 27 shared references 1995Chapter 1 Portfolio theorychapter · 25 shared references 2001Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysisarticle · 24 shared references 2013Financial Asset Pricing Theorybook · 24 shared references 2006An Engine, Not a Camerabook · 22 shared references 2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 22 shared references

Details

Year1999

Typearticle

Published1999-12-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations89

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0378-4266(99)00037-0

openalex_workW3123671536

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