Browsing by Author "0b0b1668-a5b7-49ba-9d74-84b6883b9ae0"
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Three Essays on Asset Pricing in Regime and ESG Environments
Ma, Zongming (2019-12-19)Asset pricing has been a focal point among a broad range of financial studies. Traditional asset pricing models are encountering challenges by empirical data and sustainable compliance. For example, the Black-Scholes-Merton ...