Asset pricing: a structural theory and its applications
Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle. Based on the structural theory, some algebraic (valuation-prese...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2008
|
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle. Based on the structural theory, some algebraic (valuation-preserving) operations are developed in asset spaces and pricing kernel spaces. This has a very important implication leading to practical guidance in portfolio management and asset allocation in the global financial industry. The book also covers topics, such as the role of over-confidence in asset pricing modeling, relationship of the portfolio insurance with option and consumption-based asset pricing models, etc |
| Beschreibung: | xiii, 76 p. ill. (some col.) |
| ISBN: | 9789812832504 |
Internformat
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| 520 | |a Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle. Based on the structural theory, some algebraic (valuation-preserving) operations are developed in asset spaces and pricing kernel spaces. This has a very important implication leading to practical guidance in portfolio management and asset allocation in the global financial industry. The book also covers topics, such as the role of over-confidence in asset pricing modeling, relationship of the portfolio insurance with option and consumption-based asset pricing models, etc | ||
| 650 | 4 | |a Capital assets pricing model | |
| 700 | 1 | |a Tong, Howell |e Sonstige |4 oth | |
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Datensatz im Suchindex
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| author | Cheng, Bing |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632042 |
| dewey-search | 332.632042 |
| dewey-sort | 3332.632042 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044636969 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:57:50Z |
| institution | BVB |
| isbn | 9789812832504 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030034942 |
| oclc_num | 1012698510 |
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| owner | DE-92 |
| owner_facet | DE-92 |
| physical | xiii, 76 p. ill. (some col.) |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| spelling | Cheng, Bing Verfasser aut Asset pricing a structural theory and its applications Bing Cheng, Howell Tong Singapore World Scientific Pub. Co. c2008 xiii, 76 p. ill. (some col.) txt rdacontent c rdamedia cr rdacarrier Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle. Based on the structural theory, some algebraic (valuation-preserving) operations are developed in asset spaces and pricing kernel spaces. This has a very important implication leading to practical guidance in portfolio management and asset allocation in the global financial industry. The book also covers topics, such as the role of over-confidence in asset pricing modeling, relationship of the portfolio insurance with option and consumption-based asset pricing models, etc Capital assets pricing model Tong, Howell Sonstige oth http://www.worldscientific.com/worldscibooks/10.1142/6341#t=toc Verlag URL des Erstveroeffentlichers Volltext |
| spellingShingle | Cheng, Bing Asset pricing a structural theory and its applications Capital assets pricing model |
| title | Asset pricing a structural theory and its applications |
| title_auth | Asset pricing a structural theory and its applications |
| title_exact_search | Asset pricing a structural theory and its applications |
| title_full | Asset pricing a structural theory and its applications Bing Cheng, Howell Tong |
| title_fullStr | Asset pricing a structural theory and its applications Bing Cheng, Howell Tong |
| title_full_unstemmed | Asset pricing a structural theory and its applications Bing Cheng, Howell Tong |
| title_short | Asset pricing |
| title_sort | asset pricing a structural theory and its applications |
| title_sub | a structural theory and its applications |
| topic | Capital assets pricing model |
| topic_facet | Capital assets pricing model |
| url | http://www.worldscientific.com/worldscibooks/10.1142/6341#t=toc |
| work_keys_str_mv | AT chengbing assetpricingastructuraltheoryanditsapplications AT tonghowell assetpricingastructuraltheoryanditsapplications |