Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets

2009 ◽  
Vol 41 (15) ◽  
pp. 1951-1963 ◽  
Author(s):  
An-Sing Chen ◽  
Shih-Chuan Fang
Keyword(s):  
Asset Pricing ◽  
Pacific Basin ◽  
Pricing Models ◽  
Portfolio Strategies ◽  
Asset Pricing Models ◽  
The Pacific

Implications of Predictability Across Horizons for Asset Pricing Models

2012 ◽  
Author(s):  
Carlo A. Favero ◽  
Fulvio Ortu ◽  
Andrea Tamoni ◽  
Haoxi Yang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Asset Pricing Models? - A Different Approach!

2013 ◽  
Author(s):  
Vladislav Vacek ◽  
Robert Gottfried Kuklik
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models
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