Shijin S.

Indian Institute of Technology (IIT), Madras

Sardar Patel Road

Guindy

Chennai, TN Tamil Nadu 600036

India

SCHOLARLY PAPERS

2

DOWNLOADS

405

CITATIONS

0

Scholarly Papers (2)

1.

Asset Pricing and Optimal Portfolio Choice in the Presence of Human Capital

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 11 Posted: 16 Feb 2007
Indian Institute of Technology (IIT), Madras, Indian Institute of Technology (IIT), Madras and Indian Institute of Technology (IIT), Madras
Downloads 267 (112,032)

Abstract:

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Capital Asset Pricing Model (CAPM), Intertemporal Capital Asset Pricing (ICAPM), Equilibrium Multifactor model, Human capital, VAR estimates, Granger Causality/Block Exogeneity Wald Tests, Seemingly Unrelated Regression Estimation (SURE), Impulse Response Functions (IRF)

2.

Human Capital and Predictable Stock Returns: A Dynamic Asset Pricing Approach

Number of pages: 19 Posted: 27 Aug 2007
Indian Institute of Technology (IIT), Madras, Indian Institute of Technology (IIT), Madras and Indian Institute of Technology (IIT), Madras
Downloads 138 (205,366)

Abstract:

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Human Capital, Asset Prising, Size, Value, Market Risk