Financial Asset Pricing : Theory, Global Policy and Dynamics PDF
Edited by Paul E Schulz, Barbara P. Hoffmann
Description
In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset.
This book presents current research in the study of financial asset pricing, including monetary policy and boom-bust cycles in asset pricing; migration dynamics of stock movements between portfolios; return calculation in international mutual funds; risk premium, market price of risk, and stochastic price models for commodities; computation finance for stochastic volatility and correlation; and consumption-based asset pricing model (CCAPM) in Latin America.
Information
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Download - Immediately Available
- Format:PDF
- Pages:240 pages
- Publisher:Nova Science Publishers
- Publication Date:01/05/2013
- Category:
- ISBN:9781620810460
Information
-
Download - Immediately Available
- Format:PDF
- Pages:240 pages
- Publisher:Nova Science Publishers
- Publication Date:01/05/2013
- Category:
- ISBN:9781620810460