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AA / International- internationaal --- 333.600 --- 333.632.0 --- 333.631 --- NBB multivolumes --- Financiële markten. Kapitaalmarkten (algemeenheden). --- Obligaties: algemeenheden. --- Overheidsfondsen. Markt van de overheidsfondsen. --- 336.76 --- Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- Bond market --- Bonds --- -Fixed-income securities --- Interest rates --- Investments --- Investing --- Investment management --- Portfolio --- Finance --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Fixed-income investments --- Fixed-income securities --- Investments, Fixed-income --- Securities, Fixed-income --- Securities --- Bond issues --- Debentures --- Negotiable instruments --- Debts, Public --- Stocks --- Bond markets --- Market, Bond --- Capital market --- Mathematical models --- Law and legislation --- Bond market. --- Fixed-income securities. --- Interest rates. --- Investments. --- Mathematical models. --- -Bond market --- 332.6323 --- 336.76 Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- Financiële markten. Kapitaalmarkten (algemeenheden) --- Overheidsfondsen. Markt van de overheidsfondsen --- Obligaties: algemeenheden

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We can only estimate the distribution of stock returns but we observe the distribution of risk neutral state prices. Risk neutral state prices are the product of risk aversion – the pricing kernel – and the natural probability distribution. The Recovery Theorem enables us to separate these and to determine the market's forecast of returns and the market's risk aversion from state prices alone. Among other things, this allows us to determine the pricing kernel, the market risk premium, the probability of a catastrophe, and to construct model free tests of the efficient market hypothesis.

Zonder onderwerpscode: economie

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Finance. --- Efficient market theory. --- Finances --- Marché efficient, Hypothèse du

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Corporate finance --- Corporations --- Sociétés --- Finance --- Finances --- 658.15 --- -Business corporations --- C corporations --- Corporations, Business --- Corporations, Public --- Limited companies --- Publicly held corporations --- Publicly traded corporations --- Public limited companies --- Stock corporations --- Subchapter C corporations --- Business enterprises --- Corporate power --- Disincorporation --- Stocks --- Trusts, Industrial --- Private financial management. Financial administration of enterprises --- -Private financial management. Financial administration of enterprises --- 658.15 Private financial management. Financial administration of enterprises --- -658.15 Private financial management. Financial administration of enterprises --- Business corporations --- Sociétés --- Business finance --- Capitalization (Finance) --- Corporate financial management --- Corporation finance --- Financial analysis of corporations --- Financial management, Corporate --- Financial management of corporations --- Financial planning of corporations --- Managerial finance --- Going public (Securities)