Group: EntrepreneurialRisks - with tag finance [127 articles] Export

Recent papers posted by members of the EntrepreneurialRisks group with tag finance

	Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk [My Copy] The Journal of Finance, Vol. 19, No. 3. (1964), pp. 425-442. by William F. Sharpe posted to finance capm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-08-05 16:36:52 as along with 4 people yangs naranjas nandoaje wibkemichalk
	Capital Asset Prices with and without Negative Holdings [My Copy] The Journal of Finance, Vol. 46, No. 2. (1991), pp. 489-509. by William F. Sharpe posted to pricing nobel finance capm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-08-03 15:22:50 as
	Self-fulfilling Ising Model of Financial Markets [My Copy] (31 Mar 2005) by Wei-Xing Zhou, Didier Sornette posted to ising finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-25 16:14:35 as along with 1 person scis0000001
	Empirical properties of asset returns: stylized facts and statistical issues [My Copy] (2001) by R. Cont posted to stylizedfacts finance cont by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-25 15:38:25 as along with 1 person scis0000001
	Bubbles and Crashes [My Copy] Econometrica, Vol. 71, No. 1. (2003), pp. 173-204. by Dilip Abreu, Markus K. Brunnermeier posted to finance crash by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-05 09:36:30 as
	An Analytic Derivation of the Efficient Portfolio Frontier [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 7, No. 4. (1972), pp. 1851-1872. by Robert C. Merton posted to portfolio optimisation finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-04 13:15:14 as along with 1 person felixroudier
	Foundations of Portfolio Theory [My Copy] The Journal of Finance, Vol. 46, No. 2. (1991), pp. 469-477. by Harry M. Markowitz posted to portfolio optimisation finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-04 11:24:40 as along with 3 people micha_gruler wibkemichalk felixroudier
	Portfolio Selection [My Copy] The Journal of Finance, Vol. 7, No. 1. (1952), pp. 77-91. by Harry Markowitz posted to portfolio optimisation finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-04 11:18:25 as along with 9 people yangs micha_gruler wibkemichalk pdlug eyliu danfcook scis0000001 felixroudier betting
	Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case [My Copy] The Review of Economics and Statistics, Vol. 51, No. 3. (1969), pp. 247-257. by Robert C. Merton posted to yannick finance consumption by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-04 09:54:11 as along with 1 person chapados
	An Intertemporal Capital Asset Pricing Model [My Copy] Econometrica, Vol. 41, No. 5. (1973), pp. 867-887. by Robert C. Merton posted to yannick finance consumption by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-04 09:51:57 as along with 2 people yangs wibkemichalk
	An intertemporal asset pricing model with stochastic consumption and investment opportunities [My Copy] Journal of Financial Economics, Vol. 7, No. 3. (September 1979), pp. 265-296. by Douglas T. Breeden posted to yannick finance consumption ccapm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-04 09:31:39 as along with 1 person toomash
	Consumption Risk and Expected Stock Returns [My Copy] The American Economic Review, Vol. 93, No. 2. (2003), pp. 376-382. by Jonathan A. Parker posted to finance consumption by gi0rgi0ne to the group EntrepreneurialRisks on 2007-06-27 15:37:37 as
	The Cross-Section of Expected Stock Returns [My Copy] The Journal of Finance, Vol. 47, No. 2. (1992), pp. 427-465. by Eugene F. Fama, Kenneth R. French posted to finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-06-26 17:31:37 as along with 4 people yanshanxiao pdlug hgunji bimbo
	Lifetime Portfolio Selection By Dynamic Stochastic Programming [My Copy] The Review of Economics and Statistics, Vol. 51, No. 3. (1969), pp. 239-246. by Paul A. Samuelson posted to yannick finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-06-26 13:55:19 as along with 1 person chapados
	Stock market crashes are outliers [My Copy] The European Physical Journal B - Condensed Matter and Complex Systems, Vol. 1, No. 2. (19 February 1998), pp. 141-143. by A. Johansen, D. Sornette posted to finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-04-16 13:44:25 as
	Stretched exponential distributions in nature and economy: "fat tails" with characteristic scales [My Copy] The European Physical Journal B - Condensed Matter and Complex Systems, Vol. 2, No. 4. (1 April 1998), pp. 525-539. by J. Laherrère, D. Sornette posted to finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-04-16 13:44:03 as
	$My PDF mandelbrot_97_multifractal.pdf$ Multifractal Model of Asset Returns [My Copy] (1997) by Benoit Mandelbrot, Adlai Fisher, Laurent Calvet posted to finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-04-16 13:12:27 as
	Financial power laws : empirical evidence, models, and mechanism [My Copy] (2006) by Thomas Lux posted to finance by gi0rgi0ne to the group EntrepreneurialRisks on 2007-04-16 12:19:43 as
	Volatility fingerprints of large shocks: Endogeneous versus exogeneous [My Copy] (30 Apr 2002) by D. Sornette, Y. Malevergne, J. F. Muzy posted to finance exo-endo by gi0rgi0ne to the group EntrepreneurialRisks on 2007-04-13 10:48:32 as along with 1 person rcrane
	Optimum consumption and portfolio rules in a continuous-time model [My Copy] Journal of Economic Theory, Vol. 3, No. 4. (December 1971), pp. 373-413. by Robert C. Merton posted to yannick finance consumption by gi0rgi0ne to the group EntrepreneurialRisks on 2007-04-12 16:03:29 as along with 1 person chiufanlee
	An index of market shocks based on multiscale analysis* [My Copy] (2003), pp. 88-97. by B. Maillet posted to risk finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-05 09:57:42 as
	Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets [My Copy] International Journal of Theoretical and Applied Finance, Vol. 1, No. 1. (1998), pp. 25-41. by J. P. Bouchaud, D. Sornette, C. Walter, J. P. Aguilar posted to tails portfolio finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-05 07:44:36 as
	Integral Investing Patterns [My Copy] by Cl Cagan posted to portfolio finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 18:14:46 as
	Integral Investing Patterns [My Copy] by Cl Cagan posted to portfolio finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 18:14:35 as
	1/N [My Copy] (2006) by V. Demiguel, L. Garlappi, R. Uppal posted to portfolio finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 18:06:00 as
	the nature of the stock market: Simulations and experiments [My Copy] (2000) by H. Blok posted to finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 16:36:33 as
	There's more to volatility than volume [My Copy] (2005) by L. Gillemot, J. D. Farmer, F. Lillo posted to hurst finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:20:51 as
	Stock market prices and long-range dependence [My Copy] Finance and Stochastics, Vol. 3 (1999), pp. 1-13. by W. Willinger, M. S. Taqqu, V. Teverovsky posted to hurst finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:20:51 as
	Long-memory processes and fractional integration in econometrics [My Copy] Journal of Econometrics, Vol. 73 (1996) by R. T. Baillie posted to hurst finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:20:51 as
	Modeling and pricing long-memory in stock market volatility [My Copy] Journal of Econometrics, Vol. 73 (1996), pp. 151-184. by T. Bollerslev, H. O. Mikkelsen posted to hurst finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:20:51 as
	A long memory property of stock returns and a new model [My Copy] Journal of Empirical Finance, Vol. 1 (1993), pp. 83-106. by Z. Ding, C. W. J. Granger, R. F. Engle posted to hurst finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:20:51 as
	Frontiers of finance: Evolution and efficient markets [My Copy] PNAS, Vol. 96, No. 18. (31 August 1999), pp. 9991-9992. by Doyne J. Farmer, Andrew W. Lo posted to finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:19:13 as
	Stable Paretian Models in finance [My Copy] (2000) by S. Rachev, S. Mittnik posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	Statistical Properties of the Volatility of Price Fluctuations [My Copy] Physical Review E, Vol. 60 (1999), pp. 1390-1400. by Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C. Peng, H. E. Stanley posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	Scaling of the Distributions of Fluctuations of Financial Market Indices [My Copy] Physical Review E, Vol. 60 (1999), pp. 5305-5316. by P. Gopikrishnan, V. Plerou, L. A. N. Amaral, M. Meyer, H. E. Stanley posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	Scaling of the Distribution of Price Fluctuations of Individual Companies [My Copy] Physical Review E, Vol. 60 (1999), pp. 6519-6529. by V. Plerou, P. Gopikrishnan, L. A. N. Amaral, M. Meyer, H. E. Stanley posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	Heavy tails in high-frequency financial data [My Copy] In A Practical Guide to Heavy Tails: Statistical Techniques and Applications (1998) by U. A. Muller, M. M. Dacorogna, O. V. Pictet posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	The stable Paretian hypothesis and the frequency of large returns: an examination of major german stocks [My Copy] Applied Financial Economics, Vol. 6 (1996) by T. Lux posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	The asymptotic distribution of extreme stock market returns [My Copy] The Journal of Business, Vol. 69 (1996) by F. M. Longin posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	Scaling behavior in the dynamics of an economic index [My Copy] Nature, Vol. 376 (1995), pp. 46-49. by R. N. Mantegna, H. E. Stanley posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets [My Copy] Journal of Empirical Finance, Vol. 1 (1994) by M. Loretan, P. C. B. Phillips posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	The tail index of exchange rates [My Copy] Journal of International Economics, Vol. 29 (1990), pp. 1-197. by K. G. Koedijk, M. M. A. Schafgans, C. G. de Vries posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	Stable laws are inappropriate for describing german stock returns [My Copy] Allegemeines Statistisches, Vol. 73 (1989) by V. Akgiray, G. G. Booth, O. Loistl posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	Distribution of stock returns [My Copy] Journal of the American Statistical Association, Vol. 67 (1972) by R. R. Officer posted to tails stylised finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:16:25 as
	The (Mis)behaviour of Markets [My Copy] (2005) by Benoit B. Mandelbrot, Richard L. Hudson posted to finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:15:12 as
	Passive Investment Strategies and Efficient Markets [My Copy] European Financial Management, Vol. 9 (2003), pp. 1-10. by B. G. Malkiel posted to finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:15:12 as
	Monetary Policy under Uncertainty [My Copy] (August 2003) by Alan Greenspan posted to finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:15:12 as
	An introduction to high frequency finance [My Copy] (2001) by M. M. Dacorogna, R. Gencay, U. Muller, R. B. Olsen, O. V. Pictet posted to finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:15:12 as
	Options, Futures & Other Derivatives [My Copy] (2000) by J. C. Hull posted to finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:15:12 as
	Market efficiency [My Copy] The Current State of Business Disciplines, Vol. 3 (2000), pp. 959-970. by Elroy Dimson, Massoud Mussavian posted to finance by gillesdaniel to the group EntrepreneurialRisks on 2007-04-03 15:15:12 as

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Group: EntrepreneurialRisks - with tag finance [127 articles] Export

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