Asset Pricing Theory and Tests (International Library of Critical Writings in Economics)

Asset Pricing Theory and Tests (International Library of Critical Writings in Economics)

Editorial Reviews
Book Description
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 consumption-based CAPM, the arbitrage pricing model and the stochastic discount factor model.

Robert Grauer has written a major new introduction which gives a balanced discussion of the competing papers and provides a comprehensive review of the subject.

About the Author
Robert R. Grauer, Endowed University Professor, Faculty of Business Administration, Simon Fraser University, Canada

Asset Pricing Theory and Tests (International Library of Critical Writings in Economics),Robert R. Grauer,Edward Elgar Publishing,1840644737,Business & Economics,Business / Economics / Finance,Business/Economics,Capital assets pricing model,Finance,Investments & Securities - General,Reference - General

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English Books

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