Bayesian and CAPM estimators of means : implication for portfolio selection /

Bayesian and CAPM estimators of means : implication for portfolio selection /

36

Bibliographic Details
Main Author:	188295 Jorion, Philippe
Format:
Subjects:	Estimation theory Capital assets pricing model

Similar Items

Positive prices in CAPM /
by: 400379 Nielsen, Lars Tyge

Testing the CAPM with time-varying risks and returns /
by: 440748 Bodurtha, James N., et al.

Multi-beta CAPM or equilibrium-APT? : a reply /
by: 462175 Shanken, Jay

Stock Portfolio Analysis Using the Capital Asset Pricing Model (CAPM) on Companies in the IDX30 Index
by: Suhandi Suhandi, et al.
Published: (2025-01-01)

Factor models, CAPMs, and the ABT /
by: 385765 Sharpe, William F.

Factor models, CAPMs, and the ABT /
by: 385765 Sharpe, William F.

Should the holding period matter for the intertemporal consumption-based CAPM? /
by: 400367 Lewis, Karen K

Risk, the pricing of capital assets, and the evaluation of investment portfolios /
by: 290334 Jensen, Michael C.

The relation between mean-variance efficiency and arbitrage pricing /
by: 447217 Grinblatt, Mark, et al.

The market model and capital asset pricing theory : a note /
by: 438597 Stapleton, R. C., et al.

Existence theorems in the capital assets pricing model /
by: 407417 Allingham, Michael

The capital asset pricing model /
by: 330129 Ayala, Mary D.
Published: (1981)

The capital asset pricing model in the 21st century : analytical, empirical, and behavioral perspectives /
by: 313389 Levy, Haim
Published: (2012)

The capital asset pricing model expressed as a recursive system : an empirical investigation /
by: 197009 Lee, Cheng F., et al.

Empirical tests of the consumption-oriented CAMP /
by: 416630 Breeden, Douglas T., et al.

Asset pricing : a structural theory and its applications /
by: 263897 Cheng, Bing, et al.
Published: (2008)

An intemporal capital asset pricing model /
by: 174144 Merton, Robert C.

The implication of applying WACC as a discount rate in property valuation using the DCF technique /
by: Hishamuddin Mohd. Ali 633128
Published: (1997)

A mean-variance derivation of a multi-factor equilibrium model /
by: 452741 Ehrhardt, Michael C.

Capital budgeting and the capital asset pricing model : good news and bad news /
by: 421829 Myers, Stewart C., et al.

PORTFOLIO RISK MANAGEMENT IN INVESTMENT ACTIVITY OF BANKING SECTOR
by: Maryna Panchenko, et al.
Published: (2014-06-01)

Continuous time production economies under incomplete information I : a separation theorem
by: Gennotte, Gerard
Published: (2009)

Dividends and capital assets prices /
by: 400386 Morgan, J. G.

The arbitrage theory of capital asset pricing /
by: Ross, Stephen A. Prof. 378828

Yes, the APT is testable /
by: 273572 Dybvig, Philip H.

Some results in the theory of arbitrage pricing /
by: 453929 Ingersoll, Jonathan E.

Theory of asset pricing /
by: 239730 Pennacchi, George Gaetano
Published: (2007)

Some empirical tests of the theory of arbitrage pricing /
by: 438676 Chen, Nai-Fu

A unified beta pricing theory /
by: 182848 Connor, Gregory

ROLLING REGRESSION CAPM ON ZAGREB STOCK EXCHANGE – CAN INVESTORS PROFIT FROM IT?
by: Tihana Škrinjarić
Published: (2018-11-01)

ROLLING REGRESSION CAPM ON ZAGREB STOCK EXCHANGE – CAN INVESTORS PROFIT FROM IT?
by: Tihana Škrinjarić
Published: (2018-11-01)

Value of houses as a capital asset / [mikrofis]
by: 345886 Zaima, Janis Kaoru
Published: (1980)

FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPM
by: Yulia Konopleva
Published: (2022-05-01)

The paradox of asset pricing /
by: Bossaerts, Peter L., 1960-
Published: (2002)

PROGRAMME OF MANAGEMENT EDUCATION : FINANCIAL DECISIONS AND MARKETS
Published: (2000)

Production-based asset pricing and the link between stock returns and economic fluctuations /
by: 453941 Cochrane, John H.

Microfoundations of financial economics : an introduction to general equilibrium asset pricing /
by: 219683 Lengwiler, Yvan
Published: (2004)

Asset Pricing and Evidence of Price Discovery in Sustainable Equity Portfolios
by: Abdul Qadeer, et al.
Published: (2021-10-01)

Feasibility study : theory and practical usage in Malaysia /
by: 178542 Shahabudin Abdullah
Published: ([199)

Asset prices, booms and recessions : financial economics from a dynamic perspective /
by: 376094 Semmler, Willi
Published: (2006)