publication . Preprint . 2010

Asset Pricing - A Brief Review

Li, Minqiang;
Open Access
  • Published: 01 Jan 2010
Abstract
I first introduce the early-stage and modern classical asset pricing and portfolio theories. These include: the capital asset pricing model (CAPM), the arbitrage pricing theory (APT), the consumption capital asset pricing model (CCAPM), the intertemporal capital asset pricing model (ICAPM), and some other important modern concepts and techniques. Finally, I discuss the most recent development during the last decade and the outlook in the field of asset pricing.
Subjects
free text keywords: Asset Pricing Models, jel:B10, jel:D46, jel:G12
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