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Risk adjusted returns for a portfolio relative to CAPM

Richard Hardy

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FM regressions for size groups when examining a cross section of expected stock returns

Julien Maas

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Large data of Equity Price download from Eikon thomson reuters datastream

Jack P

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modified 2 days ago

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Equity and Credit Portfolio Return

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modified Dec 3 at 5:07

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How to download full daily historical data of MSCI AC Asia Index

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modified Dec 2 at 20:03

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Why stock beta is not equal to its index weight?

Chris Taylor

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Power-utility function for calculating Certainty equivalent

Jens

1

modified Nov 23 at 19:50

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The best approach for screening ATH values for equities

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modified Nov 17 at 21:07

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Should I use common equity or total equity for book value? (when replicating Lewellen's 2015 paper on a cross section of expected stock returns)

Julien Maas

115

modified Nov 15 at 12:35

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If investors are risk-neutral, should the (equity) risk premium be zero?

Kai

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asked Nov 14 at 10:30

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free equity screeners with export to excel

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1

modified Nov 13 at 17:07

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If there was a way to back out implied volatility (IV) from a stock, would it be the same as the IV backed out from an option on that same stock?

Mats Lind

1,352

modified Nov 7 at 15:19

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2 answers

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Why does cost of borrow have anything to do with the equity forward price?

user68819

351

answered Nov 3 at 21:17

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4 answers

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Validity of CAPM

T123

543

answered Nov 1 at 8:04

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Risk adjusted returns for a portfolio relative to CAPM

FM regressions for size groups when examining a cross section of expected stock returns

Large data of Equity Price download from Eikon thomson reuters datastream

Equity and Credit Portfolio Return

How to download full daily historical data of MSCI AC Asia Index

Why stock beta is not equal to its index weight?

Power-utility function for calculating Certainty equivalent

The best approach for screening ATH values for equities

Should I use common equity or total equity for book value? (when replicating Lewellen's 2015 paper on a cross section of expected stock returns)

If investors are risk-neutral, should the (equity) risk premium be zero?

free equity screeners with export to excel

If there was a way to back out implied volatility (IV) from a stock, would it be the same as the IV backed out from an option on that same stock?

Why does cost of borrow have anything to do with the equity forward price?

Validity of CAPM

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