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Item Details
| Title:
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ASSET PRICING THEORY AND TESTS
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| By: |
Robert R. Grauer (Editor) |
| Format: |
Hardback |
| List price:
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£496.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1840644737 |
| ISBN 13: |
9781840644739 |
| Publisher: |
EDWARD ELGAR PUBLISHING LTD |
| Pub. date: |
1 January, 2003 |
| Series: |
The International Library of Critical Writings in Financial Economics Series 11 |
| Pages: |
1120 |
| Description: |
Asset pricing lies at the heart of financial economics being not only the foundation of every other field in this subject, but also having relevance for practical decision-making. Here the editor has selected influential articles which have been published on this topic since the 1970s. |
| Synopsis: |
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 five particular models: the mean-variance CAPM, the linear risk tolerance CAPM, the intertemporal CAPM, the consumption-based CAPM and the arbitrage pricing theory.Robert Grauer has written a major new introduction which gives a balanced discussion of the competing theories and highlights the invigorating controversy that surrounds both the design of the empirical tests and the interpretation of the results. |
| Publication: |
UK |
| Imprint: |
Edward Elgar Publishing Ltd |
| Returns: |
Returnable |
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