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자산가격결정

4편 · 2023 1편, 2024 2편, 2025 1편

Fundamental Anomalies
MS · 2025 · 인용 0 · Erica X. N. Li, Guo-Liang Ma, Shujing Wang 외
An Intertemporal Risk Factor Model
MS · 2024 · 인용 3 · Fousseni Chabi-Yo, Andrei S. Gonçalves, Johnathan Loudis
Asset Pricing with Costly Short Sales
MS · 2024 · 인용 0 · Julien Hugonnier, Rodolfo Prieto
Winners from Winners: A Tale of Risk Factors
MS · 2023 · 인용 30 · Siddhartha Chib, Lingxiao Zhao, Guofu Zhou