Conditional skewness in asset pricing tests
Article Abstract:
The authors examine methods of risk manage in the asset pricing market. Topics include conditional skewing, returns on portfolio investments, and book-to-market rates.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2000
Statistical Data Included, Financial services industry, Financial services, Pricing, Protection and preservation, Finance
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
A multinational perspective on capital structure choice and internal capital markets
Article Abstract:
The capital structures and internal capital markets of multinational corporations are analyzed in international perspective.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
Multinational Corporations, Economic aspects, International business enterprises, Capital assets
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
Risk-neutral parameter shifts and derivatives pricing in discrete time
Article Abstract:
A model for risk-free derivatives pricing in discrete time is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
United Kingdom, Science & research, Commodity & service prices, Asset & Risk Management, Prices and rates, Derivatives (Financial instruments), Company pricing policy
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Research, Methods, United States, Analysis, Risk management, Capital market, Capital markets
Similar abstracts:
- Abstracts: Capital budgeting in multinational organizations: exploring the strategic context. Making capital budgeting decisions in multinational corporations
- Abstracts: Risk analysis and capital budgeting techniques of U.S. multinational enterprises
- Abstracts: The application and validation of data fusion. Transnational consumer cultures and social milieus
- Abstracts: Zeroing in on Latin America: infrastructure varies by nation, but marketers say opportunity huge. Pacific Bell taps database to find business customers
- Abstracts: Budget proposals. VAT registration: the criteria and requirements. Don't forget the details
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.