Optimal investment and consumption in the binomial no-arbitrage asset-pricing model

Visnyk Lvivskogo Universytetu. Seriya Mekhaniko-Matematychna ◽

10.30970/vmm.2020.89.089-105 ◽

2020 ◽

Author(s):

Serhii Pidkuyko ◽

Mykola Babiak

Keyword(s):

Asset Pricing ◽

Optimal Investment ◽

Pricing Model ◽

No Arbitrage ◽

Asset Pricing Model ◽

Optimal Investment And Consumption

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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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Identification and Estimation of an Asset Pricing Model with Information-Driven Heterogeneity

SSRN Electronic Journal ◽

10.2139/ssrn.2887029 ◽

2016 ◽

Author(s):

Zhentao Shi ◽

Huanhuan Zheng

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model

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Choice of Expected Return Proxy and Asset Pricing Model Tests: Should It Matter?

SSRN Electronic Journal ◽

10.2139/ssrn.2912028 ◽

2017 ◽

Author(s):

Fatima Khushnud ◽

Richard A. Heaney ◽

Sirimon Treepongkaruna

Keyword(s):

Asset Pricing ◽

Model Tests ◽

Pricing Model ◽

Expected Return ◽

Asset Pricing Model

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