Sumários

Introduction

8 setembro 2025, 19:00 • Szabolcs Sebestyén

Econometric Estimation Strategies

Introduction

8 setembro 2025, 17:30 • Szabolcs Sebestyén

Basics of Empirical Asset Pricing
Model-Implied Restrictions
  • Preference-Based DAPMs
  • Arbitrage-Free DAPMs
  • Beta Representations of Excess Returns
  • Linear Pricing Relations