scholarly journals Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

Econometrica ◽  
1991 ◽  
Vol 59 (2) ◽  
pp. 371 ◽  
Author(s):  
George Tauchen ◽  
Robert Hussey
Keyword(s):  
Asset Pricing ◽  
Approximate Solutions ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
Nonlinear Asset Pricing

Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance

2008 ◽  
Author(s):  
Haitao Li ◽  
Yuewu Xu ◽  
Xiaoyan Zhang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

On the Estimation of Asset Pricing Models Using Univariate Betas

2009 ◽  
Author(s):  
Raymond Kan ◽  
Cesare Robotti
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Short-Selling Status and Asset-Pricing Models

2012 ◽  
Author(s):  
Min Bai
Keyword(s):  
Asset Pricing ◽  
Short Selling ◽  
Pricing Models ◽  
Asset Pricing Models

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

Online Appendix for 'Measuring the 'Dark Matter' in Asset Pricing Models'

2019 ◽  
Author(s):  
Hui Chen ◽  
Winston Dou ◽  
Leonid Kogan
Keyword(s):  
Dark Matter ◽  
Asset Pricing ◽  
Pricing Models ◽  
Online Appendix ◽  
Asset Pricing Models

In-Sample and Out-of-Sample Sharpe Ratios of Multi-Factor Asset Pricing Models

2019 ◽  
Author(s):  
Raymond Kan ◽  
Xiaolu Wang ◽  
Xinghua Zheng
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
Out Of Sample ◽  
Sharpe Ratios
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