assetpricingblog wordpress.com

Asset Pricing Companion webpage- -blog for the Theory of Finance course at WIMWI

Companion webpage--blog for the Theory of Finance course at WIMWI
traffic

OVERVIEW

The site assetpricingblog.wordpress.com presently has a traffic classification of zero (the smaller the more users). We have analyzed seven pages within the web site assetpricingblog.wordpress.com and found zero websites referencing assetpricingblog.wordpress.com.
Pages Parsed
7

ASSETPRICINGBLOG.WORDPRESS.COM TRAFFIC

The site assetpricingblog.wordpress.com is seeing alternating amounts of traffic all through the year.
Traffic for assetpricingblog.wordpress.com

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Traffic ranking (by month) for assetpricingblog.wordpress.com

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Traffic ranking by day of the week for assetpricingblog.wordpress.com

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LINKS TO WEBSITE

WHAT DOES ASSETPRICINGBLOG.WORDPRESS.COM LOOK LIKE?

Desktop Screenshot of assetpricingblog.wordpress.com Mobile Screenshot of assetpricingblog.wordpress.com Tablet Screenshot of assetpricingblog.wordpress.com

ASSETPRICINGBLOG.WORDPRESS.COM SERVER

We found that the main root page on assetpricingblog.wordpress.com took seven thousand eight hundred and twenty-eight milliseconds to download. I detected a SSL certificate, so we consider this site secure.
Load time
7.828 sec
SSL
SECURE
IP
192.0.78.13

BROWSER IMAGE

SERVER SOFTWARE

We discovered that assetpricingblog.wordpress.com is weilding the nginx os.

HTML TITLE

Asset Pricing Companion webpage- -blog for the Theory of Finance course at WIMWI

DESCRIPTION

Companion webpage--blog for the Theory of Finance course at WIMWI

PARSED CONTENT

The site had the following in the homepage, "Companion webpage--blog for the Theory of Finance course at WIMWI." I noticed that the web site stated " Mean Standard Deviation and the Equity Premium Puzzle." They also stated " The CAPM model is only valid within a special set of assumptions. Investors are risk averse who maximize the expected utility of their end of period wealth. Hence, the model is a one period model. Investors have homogenous expectations about asset returns. Hence, all investors have the same information at the same time. In the hypothetical world of the."

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