Cross-sectional determinants of expected returns

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	The legacy of Fischer Black
1. Verfasser:	Brennan, Michael J. (VerfasserIn)
Weitere Verfasser:	Chordia, Tarun (VerfasserIn), Subrahmanyam, Avanidhar (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2005
Schlagworte:	Aufsatz im Buch
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Convexity and empirical option costs of mortgage securities	2005	Breeden, Douglas T.
Black, Merton, and Scholes : their central constributions to economics	2005	Duffie, Darrell
Fischer Black on valuation : the CAPM in general equilibrium	2005	Lehmann, Bruce Neal
Crisis and risk management	2005	Scholes, Myron S.
Recovering probabilities and risk aversion from options prices and realized returns	2005	Rubinstein, Mark
Fischer Black's contributions to corporate finance	2005	Myers, Stewart C.
Cross-sectional determinants of expected returns	2005	Brennan, Michael J.
The supply and demand of immediacy : evidence from the NYSE	2005	Huang, Roger D.
Hot spots and hedges	2005	Litterman, Robert Bruce
Markets for agents : fund management	2005	Ross, Stephen A.
On cross-sectional determinants of expected returns	2005	Lehmann, Bruce Neal
Exploring a two-factor, Markovian, longnormal model of the term structure of interest rates	2005	Richard, Scott F.