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Asset Pricing Theory and Tests

Name: Asset Pricing Theory and Tests
Brand: Edward Elgar Publishing Ltd
SKU: 04849062
Price: 710.88 EUR
Availability: InStock
Author: Robert R. Grauer
ISBN: 9781840644739

Robert R. Grauer

Language

English

Book Hardback

Libristo code: 04849062

Publishers Edward Elgar Publishing Ltd, January 2003

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

Libristo code: 04849062

1739 b

710.88 €

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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.