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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific Pub. Co.
c2008
|
| Subjects: | |
| Online Access: | FHN01 Volltext |
| Summary: | 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 |
| Physical Description: | xiii, 76 p. ill. (some col.) |
| ISBN: | 9789812832504 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV044636969 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 171120s2008 |||| o||u| ||||||eng d | ||
| 020 | |a 9789812832504 |c electronic bk. |9 978-981-283-250-4 | ||
| 024 | 7 | |a 10.1142/6341 |2 doi | |
| 035 | |a (ZDB-124-WOP)00001473 | ||
| 035 | |a (OCoLC)1012698510 | ||
| 035 | |a (DE-599)BVBBV044636969 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-92 | ||
| 082 | 0 | |a 332.632042 |2 22 | |
| 100 | 1 | |a Cheng, Bing |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Asset pricing |b a structural theory and its applications |c Bing Cheng, Howell Tong |
| 264 | 1 | |a Singapore |b World Scientific Pub. Co. |c c2008 | |
| 300 | |a xiii, 76 p. |b ill. (some col.) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 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 | |
| 856 | 4 | 0 | |u http://www.worldscientific.com/worldscibooks/10.1142/6341#t=toc |x Verlag |z URL des Erstveroeffentlichers |3 Volltext |
| 912 | |a ZDB-124-WOP | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030034942 | ||
| 966 | e | |u http://www.worldscientific.com/worldscibooks/10.1142/6341#t=toc |l FHN01 |p ZDB-124-WOP |q FHN_PDA_WOP |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1804178052130799616 |
|---|---|
| any_adam_object | |
| author | Cheng, Bing |
| author_facet | Cheng, Bing |
| author_role | aut |
| author_sort | Cheng, Bing |
| author_variant | b c bc |
| building | Verbundindex |
| bvnumber | BV044636969 |
| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)00001473 (OCoLC)1012698510 (DE-599)BVBBV044636969 |
| dewey-full | 332.632042 |
| dewey-hundreds | 300 - Social sciences |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01997nmm a2200361zc 4500</leader><controlfield tag="001">BV044636969</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">171120s2008 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789812832504</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-981-283-250-4</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1142/6341</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-124-WOP)00001473 </subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1012698510</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044636969</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.632042</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Cheng, Bing</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Asset pricing</subfield><subfield code="b">a structural theory and its applications</subfield><subfield code="c">Bing Cheng, Howell Tong</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific Pub. Co.</subfield><subfield code="c">c2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xiii, 76 p.</subfield><subfield code="b">ill. (some col.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital assets pricing model</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tong, Howell</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/6341#t=toc</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveroeffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-124-WOP</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030034942</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/6341#t=toc</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-124-WOP</subfield><subfield code="q">FHN_PDA_WOP</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| 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 |
| open_access_boolean | |
| 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 |