Asset Pricing, Asset Allocation and Risk-Adjusted Performance with Multiple Goals and Agency: The Goals and Risk-based Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.3522433 ◽

2020 ◽

Author(s):

Arun Muralidhar

Keyword(s):

Asset Pricing ◽

Asset Allocation ◽

Pricing Model ◽

Multiple Goals ◽

Asset Pricing Model

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Asset Allocation, Portfolio Choice, and Capital Asset Pricing Model*

Financial Engineering for Low-Income Households ◽

10.4135/9788132114062.n4 ◽

2014 ◽

pp. 50-70

Author(s):

Bindu Ananth ◽

Amit Shah

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Asset Allocation ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Four-moment Capital Asset Pricing Model: Between Asset Pricing and Asset Allocation

Multi-moment Asset Allocation and Pricing Models ◽

10.1002/9781119201830.ch6 ◽

2015 ◽

pp. 113-163 ◽

Author(s):

Emmanuel Jurczenko ◽

Bertrand Maillet

Keyword(s):

Asset Pricing ◽

Asset Allocation ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model and Market Microstructure

10.2469/dig.v29.n4.589 ◽

1999 ◽

Vol 29 (4) ◽

pp. 96-96

Author(s):

Frank T. Magiera

Keyword(s):

Asset Pricing ◽

Market Microstructure ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Capital Asset Pricing Model und Alternativkalküle

10.1007/978-3-658-12025-2 ◽

2016 ◽

Author(s):

Raphael Stahl

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model, A Fundamental Critique

SSRN Electronic Journal ◽

10.2139/ssrn.1612415 ◽

2010 ◽

Author(s):

Roger Dayala

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan

SSRN Electronic Journal ◽

10.2139/ssrn.1867877 ◽

2011 ◽

Author(s):

M.Irfan Khan ◽

Sarwat Afzal

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Relative Asset Pricing Model Incorporating Liabilities and Delegation to CIOs: Version 0.1

SSRN Electronic Journal ◽

10.2139/ssrn.2150326 ◽

2012 ◽

Author(s):

Arun Muralidhar ◽

Sung Hwan Shin

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model

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Stochastic Portfolio Theory vs. Modern Portfolio Theory and the Implications for the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2226985 ◽

2012 ◽

Author(s):

Robert Ferguson

Keyword(s):

Asset Pricing ◽

Portfolio Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Modern Portfolio Theory ◽

Asset Pricing Model ◽

Stochastic Portfolio Theory

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Tracing Tails – Large Idiosyncratic Income Shocks in a Heterogeneous Agent Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2235159 ◽

2013 ◽

Author(s):

Tobias Langen

Keyword(s):

Asset Pricing ◽

Income Shocks ◽

Pricing Model ◽

Heterogeneous Agent ◽

Asset Pricing Model

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Cash Flow and Risk Premium Dynamics in an Equilibrium Asset Pricing Model with Recursive Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.2693748 ◽

2015 ◽

Author(s):

Taeyoung Doh ◽

Shu Wu

Keyword(s):

Asset Pricing ◽

Cash Flow ◽

Risk Premium ◽

Pricing Model ◽

Recursive Preferences ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

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