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Asset Pricing Theory and Tests

Name: Asset Pricing Theory and Tests
Brand: Edward Elgar Publishing Ltd
SKU: 9781840644739
Price: 731.02 EUR
Availability: InStock

Автор: Robert R. Grauer

Език:

Корици: С твърди корици

Издател: Edward Elgar Publishing Ltd

Наличност: Външен склад

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731.02 € 1 429.75 лв

Asset pricing lies at the heart of financial economics, being not only the foundation of every other...

Информация за книгата

Автор

Robert R. Grauer

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2003

страници

1120

EAN

9781840644739

Enbook ID

04849062

Издател

Edward Elgar Publishing Ltd

Теглоt

2245

Размери

169 x 244 x 90

Пълно описание

Asset pricing lies at the heart of financial economics, being not only the foundation of every other field in this subject area, but also having prime relevance for practical decision-making. For this two-volume collection the editor has selected some of the most influential articles which have been published on this topic since the 1970s. These papers offer an overview of the theories of asset pricing, an investigation and critique of the empirical tests applied to these theories and an examination of four particular models: the linear risk tolerance CAPM, the comsumption-based CAPM, the arbitrage pricing model and the stochastic discount factor model. Grauer has written an introduction which gives a balanced discussion of the competing papers and provides a comprehensive review of the subject.

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Asset Pricing Theory and Tests

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Пълно описание

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