Model of Asset Returns

Empirical Asset Pricing: The Cross Section of Stock Returns  eBooks & eLearning

Posted by IrGens at Dec. 1, 2016
Empirical Asset Pricing: The Cross Section of Stock Returns

Empirical Asset Pricing: The Cross Section of Stock Returns by Turan G. Bali, Robert F. Engle, Scott Murray
English | April 4, 2016 | ISBN: 1118095049 | EPUB | 512 pages | 44 MB

The Liquidity Theory of Asset Prices  eBooks & eLearning

Posted by arundhati at Sept. 27, 2016
The Liquidity Theory of Asset Prices

Gordon Pepper, Michael Oliver, "The Liquidity Theory of Asset Prices"
2006 | ISBN-10: 0470027398 | 190 pages | PDF | 1 MB
Asset Dedication: How to Grow Wealthy with the Next Generation of Asset Allocation (Repost)

Asset Dedication: How to Grow Wealthy with the Next Generation of Asset Allocation by Stephen Huxley
English | 2009 | ISBN: 0071434828 | 641 Pages | PDF | 12 MB

The first book to close the perilous gaps in—and enhance the performance of—asset allocation Asset allocation is one of today’s bestknown investment approaches.
Asset Dedication: How to Grow Wealthy with the Next Generation of Asset Allocation (repost)

Stephen Huxley and J Burns, "Asset Dedication: How to Grow Wealthy with the Next Generation of Asset Allocation"
Ha rperOn e | 2004 | ISBN: 0071434828 | 288 pages | PDF | 1,5 MB
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk (repost)

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk by Richard Grinold
McGraw-Hill; 2 edition | October 26, 1999 | English | ISBN: 0070248826 | 596 pages | EPUB | 28 MB

Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers.

Theory of Asset Pricing (repost)  

Posted by interes at March 27, 2014
Theory of Asset Pricing (repost)

Theory of Asset Pricing by George Pennacchi
English | ISBN: 032112720X | 2007 | 400 pages | PDF | 4 MB

Theory of Asset Pricing unifies the central tenets and techniques of asset valuation into a single, comprehensive resource that is ideal for the first PhD course in asset pricing.
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk (repost)

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk by Richard Grinold and Ronald Kahn
English | 1999 | ISBN: 0070248826 | PDF | 596 pages | 6,1 Mb

Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers.
John Y. Campbell, The Econometrics of Financial Markets (Repost)

John Y. Campbell, The Econometrics of Financial Markets
ISBN: 0691043019 | edition 1996 | PDF | 611 pages | 25 mb

The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory.
The New Science of Asset Allocation: Risk Management in a Multi-Asset World [Repost]

Thomas Schneeweis, Garry B. Crowder, Hossein Kazemi - The New Science of Asset Allocation: Risk Management in a Multi-Asset World
Published: 2010-03-08 | ISBN: 047053740X | PDF | 294 pages | 4 MB
Asset Dedication: How to Grow Wealthy with the Next Generation of Asset Allocation (repost)

Stephen Huxley and J Burns, "Asset Dedication: How to Grow Wealthy with the Next Generation of Asset Allocation"
Ha rperOn e | 2004 | ISBN: 0071434828 | 288 pages | PDF | 1,5 MB