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gptkbp:instanceOf
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gptkb:academic
gptkb:economic_policy
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gptkbp:hasApplication
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gptkb:insurance
gptkb:legislation
banking
policy analysis
risk management
hedge funds
investment management
pension funds
portfolio construction
asset allocation
derivatives pricing
|
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gptkbp:hasModel
|
gptkb:APT
gptkb:Black-Scholes_Model
gptkb:Carhart_Four-Factor_Model
gptkb:Consumption-based_Asset_Pricing_Model
gptkb:Intertemporal_CAPM
gptkb:Stochastic_Discount_Factor_Model
gptkb:Capital_Asset_Pricing_Model
gptkb:Arbitrage_Pricing_Theory
gptkb:Fama-French_Three-Factor_Model
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|
https://www.w3.org/2000/01/rdf-schema#label
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Asset Pricing
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gptkbp:keyFigure
|
gptkb:John_Cochrane
gptkb:Robert_Merton
gptkb:Stephen_Ross
gptkb:Clifford_Asness
gptkb:Kenneth_French
gptkb:William_Sharpe
gptkb:Lars_Peter_Hansen
gptkb:Myron_Scholes
gptkb:Fischer_Black
Eugene Fama
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gptkbp:partOf
|
economics
finance
financial economics
|
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gptkbp:publishedIn
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gptkb:Asset_Pricing_(book_by_John_Cochrane)
gptkb:Portfolio_Selection_(Harry_Markowitz)
gptkb:Portfolio_Theory_and_Capital_Markets_(William_Sharpe)
gptkb:Theory_of_Value_(Gerard_Debreu)
|
|
gptkbp:studies
|
gptkb:APT
gptkb:intertemporal_choice
gptkb:CAPM
behavioral finance
option pricing
dynamic programming
derivatives
liquidity
market equilibrium
market microstructure
empirical asset pricing
interest rates
utility maximization
portfolio theory
market efficiency
credit risk
volatility
market anomalies
arbitrage
diversification
systematic risk
asset returns
default risk
consumption-based models
discount rates
expected returns
factor models
idiosyncratic risk
no-arbitrage conditions
pricing of securities
risk and return
risk premia
state prices
stochastic discount factor
term structure of interest rates
theoretical asset pricing
valuation of financial assets
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gptkbp:taughtAt
|
business schools
finance departments
economics departments
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gptkbp:bfsParent
|
gptkb:Recursive_Macroeconomic_Theory
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gptkbp:bfsLayer
|
6
|