International Conference on Asset Pricing, Formulas and Applications ICAPFA on August 05-06, 2022 in Amsterdam, Netherlands

Submit Your Paper
International Conference on Asset Pricing, Formulas and Applications (ICAPFA) August 05, 2022 - Amsterdam, Netherlands
Asset pricing
Asset pricing theory
Capital asset pricing model
Equilibrium asset pricing
Option pricing
Security market line
Asset-specific required return
Risk and diversification
Efficient frontier
Estimating and evaluating asset pricing models
Explicit discount factor models
General formulas and applications
Regression-based tests of linear factor models
Linear factor models in discount factor form
Consumption-based model and overview
Applying the basic model
Contingent claims markets
The discount factor
Mean-variance frontier and beta representations
Relation between discount factors, betas and mean-variance frontiers
Implications of existence and equivalence theorems
Conditioning information
Factor pricing models
Maximum likelihood

Name: World Academy of Science, Engineering and Technology
Website: https://waset.org/
Address: UAE

World Academy of Science, Engineering and Technology is a federated organization dedicated to bringing together a significant number of diverse scholarly events for presentation within the conference program.