Factor Models for Asset Returns - University of Washingtonfaculty.washington.edu/ezivot/research/factormodellecture_handout.pdf · Factor models for asset returns are used to •
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Asset Returns and Economic Growth - brookings.edu
Demographic Structure and Asset Returnspages.stern.nyu.edu/~dbackus/BCH/returns/Poterba_demo...DEMOGRAPHIC STRUCTURE AND ASSET RETURNS James M. Poterba* Abstract-This paper investigates
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Predictability of Stock Returns and Asset Allocation …...Predictability of Stock Returns and Asset Allocation under Structural Breaks∗ Davide Pettenuzzo Bates White, LLC Allan
A Multifractal Model of Asset Returns · PDF fileTHIS VERSION TEXT ONLY ... model displays long dependence in the absolute value of price increments, while price ... (1982) and Bollerslev
Regime-Switching and the Estimation of Multifractal Processes · Calvet, Fisher, and Mandelbrot (1997 a,b,c) introduce the multifractal model of asset returns (MMAR), a di ffusion
The Fine Structure of Asset Returns: An Empirical ...
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Is Information Risk a Determinant of Asset Returns?people.stern.nyu.edu/rengle/pdfs/IAPAug22-01.pdfIs Information Risk a Determinant of Asset Returns? 1. Introduction Asset pricing
Predictability of Stock Returns and Asset Allocation under ...rady.ucsd.edu/faculty/directory/timmermann/pub/docs... · Predictability of Stock Returns and Asset Allocation under
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Equilibrium Capital Investment and Asset Returns in ... fileEquilibrium Capital Investment and Asset Returns in Oligopolistic Industries Hitesh Doshi University of Houston Praveen
Survey Expectations Of Returns And Asset Preview
