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Asset Pricing
Asset Pricing
By: Marcus Redpath
Multifactor models & Linear Empirical Testing, Mean-Variance Analysis: Traditional Approach, Mean-Variance Analysis: State-Space Approach ...9Decks294Flashcards10Learners -
Asset Pricing
Asset Pricing
By: Sirle Saarevali
“Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media” Chen, Hailiang, Prabuddha De, Yu Hu, and Byoung-Hyoun Hwang, “CAPM-Based Company (Mis)valuations“ Dessaint, Olivier, Jacques Oliver, Clemens A. Otto, and David Thesmar, „Two Pillars of Asset Pricing“ Fama, Eugene F. ...5Decks52Flashcards17Learners -
Asset Pricing
Asset Pricing
By: Ana Tonejc
Lecture 1, Lecture 2, Lecture 3 ...8Decks302Flashcards3Learners -
Derivative Asset Pricing
Derivative Asset Pricing
By: Sirle Saarevali
“Alpha or beta in the eye of the beholder: What drives hedge fund flows?” Agarwal, Vikas, Clifton T. Green, and Honglin Ren, “A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?” Fabozzi, Frank J., Robert J. Shiller, and Radu S. Tunaru, “Anomalies: The Law of One Price in Financial Markets” Lamont, Owen A. and Richard H. Thaler ...4Decks46Flashcards16Learners -
21ECC004 - Financial Economics and Asset Pricing
21ECC004 - Financial Economics and Asset Pricing
By: Dylan Ottey
L1 - Introduction, L2 - Risk and Return, L3 Capital Allocation ...12Decks167Flashcards2Learners -
FIN 620: Asset Pricing
FIN 620: Asset Pricing
By: Oliver Xie
Utility Theory, Portfolio Choice, Complete Markets ...14Decks173Flashcards1Learner -
20ECC004 - Financial Economics and Asset Pricing
20ECC004 - Financial Economics and Asset Pricing
By: Leon Gogiqi
WEEK 1 - Risk and Return, WEEK 2 - Capital Allocation and Optimal Complete Portfolio, Week 3 - Optimal Diversification (1) (EFFICIENT FRONTIER CURVE) ...11Decks251Flashcards3Learners -
Asset Pricing
Asset Pricing
By: Paul Michael Mora Sancho
Lecture 1, Lecture 2, Lecture 3 ...8Decks197Flashcards3Learners -
FM212 - Asset Pricing
FM212 - Asset Pricing
By: Laura Walsh
Week 1 - Time value of money I, Week 2 - Time value of money II, Week 3 - Intro to bonds & common stock ...11Decks102Flashcards1Learner -
Asset Pricing
Asset Pricing
By: Sophus Rosendahl
Arbitrage Theory and Options, Equillibrium Theory, Portfolio Theory ...7Decks122Flashcards2Learners -
Asset Pricing
Asset Pricing
By: Nam N.
Instability of Correlations: Multivariate GARCH, MS, Copulas ...10Decks84Flashcards3Learners -
2. Asset Pricing
2. Asset Pricing
By: Viesturs Andžāns
Wisdom of Crowds (Chen), Two Pillars of Asset Pricing (Fama, 2014), Responsible investing: the ESG-efficient frontier_Pedersen_20213Decks62Flashcards2Learners -
FM300 - Asset pricing
FM300 - Asset pricing
By: Laura Walsh
Week 1 - CAPM overview, Week 4 - Empirical evidence of the CAPM & Multifactor models, Week 5 - Market efficiency: empirical tests & evidence ...10Decks96Flashcards1Learner -
Adv. Asset Pricing
Adv. Asset Pricing
By: Heather Dempsey
Comps, Topic 1 Portfolio Theory, Topic 2 Asset Pricing Models ...5Decks44Flashcards2Learners -
Asset Pricing/Advanced Econometrics
Asset Pricing/Advanced Econometrics
By: Samuel Esteves
AP, Advanced Econometrics2Decks34Flashcards2Learners -
Asset Pricing
Asset Pricing
By: Anastasios Kondo
Chapter 1, Chapter 22Decks53Flashcards1Learner -
Asset Pricing
Asset Pricing
By: Jonas A
Exam questions1Decks43Flashcards1Learner -
3. Derivative Asset Pricing
3. Derivative Asset Pricing
By: Viesturs Andžāns
What drives hedge fund flows? (Agarwal, Vikas 2018), ETF 101 for economists_Lettau and Madhavan (2018), 30 year perspective on property derivatives_Fabozzi_Shiller (2020) ...5Decks47Flashcards1Learner -
452- Topics in Asset Pricing
452- Topics in Asset Pricing
By: olivia j
Section 1- Risk & Return Review, Section 2a Multi-Factor models, Section 2b Behavioral Investors ...4Decks37Flashcards1Learner -
Asset Pricing
Asset Pricing
By: long bui
Efficiently Inefficient Market, Finding and Backtesting strategy2Decks24Flashcards1Learner -
Actuarial Risk Management CA1
Actuarial Risk Management CA1
By: Rayno Mostert
Chapter 0: CA1, Chapter 1, 2 - Professionalism & Stakeholders, Chapter 3 - External Environment ...57Decks1,656Flashcards541Learners -
Actuarial Economics CT8
Actuarial Economics CT8
By: Rayno Mostert
Chapter 1: Efficient Market Hypothesis, Chapter 2: Utility Theory, Chapter 3: Stochastic dominance and behavioural finance ...18Decks514Flashcards193Learners -
FM (Theory)
FM (Theory)
By: Nick Duley
Financial Management Purpose, Financial Management Purpose (2), Formulas Used ...81Decks1,445Flashcards1Learner -
Financial Economics
Financial Economics
By: Arthur Matashov
Articles, Package 5, Package 1 ...28Decks676Flashcards20Learners -
<3
<3
By: Patricija Paula Cerbakova
ASSET PRICING, DERIVATIVE ASST PRICING, ASPECTS OF FINANCIAL SYSTEM ...8Decks341Flashcards8Learners -
FE Readings 2023
FE Readings 2023
By: Kaspars Karklins
1. Corporate Governance, 2. Aspects of the Financial System, 3. Asset Pricing ...10Decks505Flashcards7Learners -
FE articles
FE articles
By: Justīne Se
3. Aspects of the financial system, 1. Asset pricing, 2. Derivative asset pricing ...7Decks128Flashcards52Learners -
Finance
Finance
By: Rita Pedreira
Financial Math, Bonds, Stock ...6Decks482Flashcards11Learners -
Actuarial CA1 Revision
Actuarial CA1 Revision
By: Rayno Mostert
Chapter 1: Professionalism, Chapter 2: Stakeholders, Chapter 3: External Environment ...46Decks653Flashcards122Learners -
Asset
Asset
By: Leo O'Connor
Chapter 1 - Investments: Background and Issues, Chapter 5 - Portfolio Theory, Formulas ...10Decks250Flashcards18Learners