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Results tagged with asset-pricing
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user 43
The branch of Finance that studies and models how specific assets (such as options, bonds and stocks) are priced.
0
votes
Why are asset pricing models equilibrium models?
In general, you can distinguish theory for a given market with off-equilibrium and on-equilibrium theory.
Off-Equilibrium Theory
Off-Equilibrium theory basically means that the market is not cleare …
- 10.8k
2
votes
Do the number of days in a month affect monthly return? (seasonality)
Let's make a fake example.
Compound interest of 0.1% over 30 days gives
$$1.001^{30} = 1.030439088$$
Compound interest of 0.1% over 31 days is
$$1.001^{31} = 1.031469527$$
And the percentage chan …
- 10.8k
2
votes
Find probability that payoff function is in $[10,20]$
Maybe I'm familiar with a completely different background of mathematical finance, but I'll drop my two cents anyways.
First, note that
$$ \int d Wt $$
is a stochastic integral and not easily int …
- 10.8k
2
votes
Effectiveness of recycling (consumer PET) plastic
I'm just going to answer one part of the question, the trickiest and most controversial one in my opinion:
How to determine the costs/profits of each part.
It sounds tricky: Even if you fi …
- 10.8k
2
votes
What are the economic justifications of the size premium?
Reasons why smaller firms may do more poorly, conditional on the same idiosyncratic shock:
Smaller means more focussed on one product, unable to diversify risks
Smaller means less capital to use as …
- 10.8k