Explore the capital asset pricing model's (CAPM) insights on risk and return, and its strengths and weaknesses to empower your investment choices.

Learn about the Intertemporal Capital Asset Pricing Model (ICAPM), which helps investors manage market risks through ...

Web3 consumer engagement models are still developing and only just beginning to migrate into the real economy, but some hints of what the future of transaction and asset pricing may look like are ...

Asset pricing and stock market dynamics form a central pillar of contemporary financial economics, seeking to explain how various securities are valued in relation to their risk factors and market ...

Shopping center REITs are well positioned to execute an arbitrage that swiftly increases earnings and value per share. There is a lot in that sentence so let’s unpack it. We shall begin with some ...

The newer factor models of Hou, Xue, and Zhang and Fama and French, which include measures of asset growth to quantify investment, have been shown to add considerable explanatory power to asset ...

Timberland investments have long attracted interest as a distinct asset class due to their dual benefit of biological growth and market-driven returns. In recent decades, research has illuminated the ...

Portions of this article were drafted using an in-house natural language generation platform. The article was reviewed, fact-checked and edited by our editorial staff. The capital asset pricing model ...

In a breakthrough for artificial intelligence (AI) and finance, computer scientists from Texas A&M University have developed a machine learning based method called Symbolic Modeling to handle ...

The finance group at the University of Chicago Booth School of Business is a world-leading finance department with exceptionally strong history in Asset Pricing. For many years, Booth has hosted the ...

Financial markets feature investors that are heterogeneously attentive to the market trends (Duffie, 2010). This paper examines the asset pricing implications of this heterogeneity within a general ...