Higher-Order Tail Moments in Asset-Pricing Theory

Handbook of Global Financial Markets ◽

10.1142/9789813236653_0027 ◽

2019 ◽

pp. 689-741

Author(s):

Juan C. Arismendi Zambrano

Keyword(s):

Asset Pricing ◽

Higher Order ◽

Asset Pricing Theory ◽

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Higher-Order Tail Moments in Asset-Pricing Theory

SSRN Electronic Journal ◽

10.2139/ssrn.2899745 ◽

2016 ◽

Author(s):

Juan Arismendi Zambrano

Keyword(s):

Asset Pricing ◽

Higher Order ◽

Asset Pricing Theory ◽

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An Asset Pricing Theory of Volatility Tail Behavior

SSRN Electronic Journal ◽

10.2139/ssrn.1785923 ◽

2010 ◽

Author(s):

Gurdip S. Bakshi ◽

Dilip B. Madan ◽

George Panayotov

Keyword(s):

Asset Pricing ◽

Tail Behavior ◽

Asset Pricing Theory ◽

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Dynamic asset pricing theory with uncertain time-horizon

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2004.10.002 ◽

2005 ◽

Vol 29 (10) ◽

pp. 1737-1764 ◽

Author(s):

Christophette Blanchet-Scalliet ◽

Nicole El Karoui ◽

Lionel Martellini

Keyword(s):

Asset Pricing ◽

Time Horizon ◽

Asset Pricing Theory ◽

Pricing Theory ◽

Uncertain Time ◽

Dynamic Asset Pricing

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A partial introduction to financial asset pricing theory

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(00)00064-8 ◽

2001 ◽

Vol 91 (2) ◽

pp. 169-203 ◽

Author(s):

Philip Protter

Keyword(s):

Asset Pricing ◽

Financial Asset ◽

Asset Pricing Theory ◽

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Asset Pricing Theory

Introduction to Finance ◽

10.1142/9789811241284_0019 ◽

2022 ◽

pp. 551-575

Keyword(s):

Asset Pricing ◽

Asset Pricing Theory ◽

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Financial Indices, Joint Ventures and Strategic Alliances Invalidate Cumulative Prospect Theory, Third-Generation Prospect Theory, Related Approaches and Intertemporal Asset Pricing Theory: HCI and Three New Decision Models

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_11 ◽

2018 ◽

pp. 515-563 ◽

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Asset Pricing ◽

Prospect Theory ◽

Strategic Alliances ◽

Joint Ventures ◽

Cumulative Prospect Theory ◽

Third Generation ◽

Asset Pricing Theory ◽

Pricing Theory ◽

Intertemporal Asset Pricing ◽

Financial Indices

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Tests of the risk premium on foreign currency futures impiled by the intertemporal asset pricing theory

Applied Financial Economics ◽

10.1080/758529176 ◽

1995 ◽

Vol 5 (2) ◽

pp. 85-94

Author(s):

Ramazan Gencay

Keyword(s):

Asset Pricing ◽

Risk Premium ◽

Foreign Currency ◽

Currency Futures ◽

Asset Pricing Theory ◽

Pricing Theory ◽

Intertemporal Asset Pricing

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Experiments with Financial Markets: Implications for Asset Pricing Theory

New Frontiers in Economics ◽

10.1017/cbo9780511754357.006 ◽

2004 ◽

pp. 103-127

Author(s):

Peter Bossaerts

Keyword(s):

Asset Pricing ◽

Financial Markets ◽

Asset Pricing Theory ◽

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Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets

SSRN Electronic Journal ◽

10.2139/ssrn.240649 ◽

2000 ◽

Author(s):

Peter L. Bossaerts ◽

Charles R. Plott

Keyword(s):

Asset Pricing ◽

Financial Markets ◽

Large Scale ◽

Basic Principles ◽

Asset Pricing Theory ◽

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Asset Pricing Theory

Probability and Statistical Models ◽

10.1007/978-0-8176-4987-6_10 ◽

2010 ◽

pp. 199-219

Author(s):

Arjun K. Gupta ◽

Wei-Bin Zeng ◽

Yanhong Wu

Keyword(s):

Asset Pricing ◽

Asset Pricing Theory ◽

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