601 Calson Parkway, Suite 330
Minnetonka, MN 55347
Pine River Capital Management
in Total Papers Downloads
in Total Papers Citations
Risk and Return, CAPM, APT, Asset Pricing Theory, Utility Theory
volatility effect, anomaly, CAPM, arbitrage, asset pricing, agency effects, behavioral finance, low-beta anomaly
Default, private firm, default model, default prediction
DefProb, default probability
risk premium, CAPM, relative status
volatility effect, anomaly, CAPM, arbitrage, asset pricing, agency effects, behavioral finance, low volatility anomaly
status, relative risk, CAPM, equity risk premium, cross-sectional asset pricing
Default prediction, Australia
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