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Publications by Matthew J. Schneider

Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test

SSRN Electronic Journal

English

Differential Privacy Applications to Bayesian and Linear Mixed Model Estimation

Journal of Privacy and Confidentiality

English

Related publications

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

Review of Financial Studies

English

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

English

Empirical Tests of Asset Pricing Models With Individual Assets: Resolving the Errors-In-Variables Bias in Risk Premium Estimation

Journal of Financial Economics

English

Alternative Models of Uncertain Commodity Prices for Use With Modern Asset Pricing Methods

English

Models for Heavy-Tailed Asset Returns

English

International Asset Pricing With Alternative Distributional Specifications

Journal of Empirical Finance

English

Corporate Governance and Capital Asset Pricing Models

Revista de Administracao Mackenzie

Political Science

English

An Exact Bayes Test of Asset Pricing Models With Application to International Markets

SSRN Electronic Journal

English

Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions

Lecture Notes in Computer Science

Computer Science

Theoretical Computer Science

English