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Asset Pricing Theory and Tests
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Asset Pricing Theory and Tests (Hardback)

£322.00
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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.

BusinessEconomicsEconomic theory & philosophyBusinessFinance & accountingFinanceInvestment & securities Publisher: Edward Elgar Publishing Ltd Publication Date: 29/01/2003 ISBN-13: 9781840644739  Details: Type: Hardback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

Edited by Robert R. Grauer, Endowed University Professor, Faculty of Business Administration, Simon Fraser University, Canada

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