Asset Pricing - A Brief Review

Preprint OPEN
Li, Minqiang;
(2010)
  • Subject: Asset Pricing Models
    • jel: jel:B10 | jel:G12 | jel:D46

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 p... View more
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