通過條件
成 績 :60 分
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1-Asset Price Bubbles-A Survey
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2-Adverse_Selection_in_Mortgage_Securization
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9-A Comparison of Global Factor Models
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10-2017-08-Housing Finance and Real Estate Markets in Colombia
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10洪振虔(215-246)
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12-2018-Housing Decision with Divorce Risk-p.47
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13-2020-08-Finance and the Supply of Housing Quality
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14-Inflation, Inflation Uncertainty and Asset
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15-Optimizing Conditional Value-at-Risk
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21ea5c119ea770194bce73f726adf5614daa
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103CYUT0218011-001
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109.12.01_AN INTERTEMPORAL CAPITAL ASSET PRICING MODEL
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2019v2-5
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90852_AN INTERTEMPORAL CAPITAL ASSET PRICING MODEL
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FASP
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IFM
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p58-The Effects and Origins of House Price Uncertainty Shocks
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The Evolution of American Housing Finance Market
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The-Arbitrage-Theory-of-Capital-Asset-Pricing
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1-1993-Fama_French_paper
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2-The CAPM, APT, and PAPM
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3-On the (Ir)relevance of Long-Run Consumption Growth for Equity
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4-Testing Asset Pricing Models in the Presence
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5-A Capital Asset Pricing Model with Idiosyncratic Tail Risk
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6-Comparison of Factor Models in Capturing Factors Behind Stock Returns
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7-The Welfare Effects of Degrowth
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8-Beta × Forecast Dispersion
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9-The_Low-volatility_Anomaly
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10-Moving beyond the mean- explaining the cross-sectional tails with
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11-Empirical Validity of Asset-pricing Models
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12-Risk-Based Profit Maximization Strategies
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13-Intraday and Daily Dynamics of Cryptocurrency
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14-Global Oil and Gas stocks- anomalies, systematic risks, and mispricing
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15-Momentum_and_the_Cross-section_of_Stock_Volatility
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16-2019-DHS-Short-_and_Long-Horizon_Behavioral
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17-Short-Term_Idiosyncratic_Momentum
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18-On the Importance of Accounting Information
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19-Transaction Costs, Autocorrelation and Asset Pricing Models
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20-House Prices and Rents
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21-Managing Recession Risk
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22-The Social Welfare of Stock Market Mispricing
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23-2022-The_Heterogeneous_Welfare_Effects_of_Business
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24-Business_Cycle_Implications_of_Firm_Market
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25-A Comparison of Global Factor Models
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26-How Much Value is at Event Risk in the Energy Futures Market
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27-Intraday_Market_Return_Predictability
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28-Strategic Trading with Wealth Effect
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29-Identifying Risk Factor Regimes with Machine Learning
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A Markov Switching State Dependent CAPM
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Computational Investing with Python
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Concealed Exchanges- Relational Work
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ESG and CAPM
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2024-0912-不動產投資
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2024-09-Value-Add vs. Core
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2024-05-Asset Allocation and Private Markets
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2024-06-CRE Redevelopment Options
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2024-07-Timing Sustainable Engagement
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2024-08-Airfactors – Examining Priced Risk Factors
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Campbell-2021-04-The Cross-Section of Household Preferences-calvetcampbellgomessodini_20210430
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Campbell-2022-02-Who Owns What-whoownswhat_04feb2022
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Campbell-2022-02-Who Owns Whatwhoownswhat_internetappendix_03feb2022
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Campbell-2022-03-Sustainability in a Risky World
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Campbell-reachingforyield_20201221
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Campbell-reachingforyield_appendix_20201221_01
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2022-01-The Valuation of Illiquid Assets- A Focus on Private Equity and Real Estate
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2022-02-Work from Home and Commercial Real Estate
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2022-06-Sustainability and Private Equity Real Estate Returns
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2022-07-Investment and Capital Improvements in Commercial Real Estate
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2022-07-The Value of Connections
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2022-08-Real Estate and Construction Sector
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Campbell-2019-cpv_appendix_20190510_2
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campbell-2019-pfluegerviceira_20190510
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CAmpbell-2020-Structuring Mortgages for Macroeconomic Stability
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Campbell-2021-04-The Cross-Section of Household Preferences-appendix_household_preferences_20210430_full
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Expected Returns on Commodity ETFs and their Underlying
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Risk, monetary policy and asset prices
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The Profitability Channel of Monetary Policy Transmission
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