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Conditional Asset Pricing
Encyclopedia of Finance
◽
10.1007/978-1-4614-5360-4_10
◽
2012
◽
pp. 273-278
Author(s):
Wayne E. Ferson
Keyword(s):
Asset Pricing
◽
Conditional Asset Pricing
Download Full-text
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Conditional Asset Pricing and Momentum
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10.2139/ssrn.2136754
◽
2012
◽
Author(s):
Thanh D. Huynh
◽
Daniel R. Smith
Keyword(s):
Asset Pricing
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Conditional Asset Pricing
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Conditional Asset Pricing with a Large Information Set
SSRN Electronic Journal
◽
10.2139/ssrn.966650
◽
2007
◽
Author(s):
Emanuel Moench
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◽
Information Set
◽
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Conditional Asset Pricing Model
Transparency, Governance and Markets
◽
10.1016/b978-044452722-6/50007-2
◽
2006
◽
pp. 137-187
Author(s):
Sungho Choi
◽
Rifat Gorener
◽
John R. Norsworthy
Keyword(s):
Asset Pricing
◽
Pricing Model
◽
Asset Pricing Model
◽
Conditional Asset Pricing
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Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach
SSRN Electronic Journal
◽
10.2139/ssrn.673501
◽
2005
◽
Author(s):
Manuel Ammann
◽
Michael Verhofen
Keyword(s):
Monte Carlo
◽
Markov Chain
◽
Markov Chain Monte Carlo
◽
Asset Pricing
◽
Pricing Models
◽
Monte Carlo Approach
◽
Asset Pricing Models
◽
Conditional Asset Pricing
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Tests of conditional asset pricing models in the Brazilian stock market
Journal of International Money and Finance
◽
10.1016/s0261-5606(00)00045-0
◽
2001
◽
Vol 20
(1)
◽
pp. 71-90
◽
Cited By ~ 10
Author(s):
René Garcia
◽
Marco Bonomo
Keyword(s):
Asset Pricing
◽
Stock Market
◽
Pricing Models
◽
Asset Pricing Models
◽
Conditional Asset Pricing
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Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models. Comparing Fixed- versus Vanishing-Bandwidth Estimators of Pseudo-True SDFs*
Journal of Financial Econometrics
◽
10.1093/jjfinec/nbz009
◽
2019
◽
Vol 18
(4)
◽
pp. 736-775
Author(s):
Patrick Gagliardini
◽
Diego Ronchetti
Keyword(s):
Asset Pricing
◽
Pricing Models
◽
Asset Pricing Models
◽
Conditional Asset Pricing
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Coskewness and Conditional Asset Pricing
SSRN Electronic Journal
◽
10.2139/ssrn.686425
◽
2005
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Author(s):
Valerio Potì
Keyword(s):
Asset Pricing
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Conditional Asset Pricing
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CONDITIONAL ASSET PRICING IN EUROPEAN REAL ESTATE CAPITAL MARKETS
10.15396/eres2010_254
◽
2010
◽
Keyword(s):
Asset Pricing
◽
Real Estate
◽
Capital Markets
◽
Conditional Asset Pricing
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Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model
The Journal of Finance
◽
10.1111/j.1540-6261.1996.tb05230.x
◽
1996
◽
Vol 51
(5)
◽
pp. 1891-1908
◽
Cited By ~ 25
Author(s):
JIA HE
◽
RAYMOND KAN
◽
LILIAN NG
◽
CHU ZHANG
Keyword(s):
Asset Pricing
◽
Stock Returns
◽
Pricing Model
◽
Asset Pricing Model
◽
Conditional Asset Pricing
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Estimation and Evaluation of Conditional Asset Pricing Models
The Journal of Finance
◽
10.1111/j.1540-6261.2011.01654.x
◽
2011
◽
Vol 66
(3)
◽
pp. 873-909
◽
Cited By ~ 77
Author(s):
STEFAN NAGEL
◽
KENNETH J. SINGLETON
Keyword(s):
Asset Pricing
◽
Pricing Models
◽
Asset Pricing Models
◽
Conditional Asset Pricing
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