SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Forward-Looking Betas · Study

PreprintShelves

PreprintForward-Looking Betas

Peter Christoffersen2008

OA

Preprintgreen2008

Forward-Looking Betas

Peter Christoffersen · Kris Jacobs · Gregory Vainberg

26 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 26 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1996Multifactor Explanations of Asset Pricing Anomalies 2012The Econometrics of Financial Markets

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011Option-Implied Measures of Equity Riskarticle · 45 shared references 2003Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performancereport · 17 shared references 2013Forecasting with Option-Implied Informationchapter · 16 shared references 2003Chapter 12 Tests of multifactor pricing models, volatility bounds and portfolio performancechapter · 15 shared references 2006Conditional coskewness and asset pricingarticle · 14 shared references 2008Measuring Equity Risk with Option-Implied Correlationspreprint · 14 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.1150646

openalex_workW3125977856

Links

Imported from OpenAlex (CC0) — nothing here is generated.