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Asset pricing = a structural theory ...

Cheng, Bing.{me_controlnum}

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Asset pricing = a structural theory and its applications /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Asset pricing/ Bing Cheng, Howell Tong.
其他題名:	a structural theory and its applications /
作者:	Cheng, Bing.{me_controlnum}
其他作者:	Tong, Howell.
出版者:	Singapore ;World Scientific Pub. Co., : c2008,
面頁冊數:	xiii, 76 p. :ill. (some col.)
標題:	Capital assets pricing model. -
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/6341#t=toc
ISBN:	9789812832504 (electronic bk.)

Asset pricing = a structural theory and its applications /
Cheng, Bing.{me_controlnum}

Asset pricinga structural theory and its applications /[electronic resource] :Bing Cheng, Howell Tong. - Singapore ;World Scientific Pub. Co.,c2008 - xiii, 76 p. :ill. (some col.)

Includes bibliographical references (p. 71-74) and index.

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.

Electronic reproduction.
Singapore :
World Scientific Publishing Co.,
2008.

System requirements: Adobe Acrobat Reader.

ISBN: 9789812832504 (electronic bk.)Subjects--Topical Terms:

646740
Capital assets pricing model.

LC Class. No.: HG4636

Dewey Class. No.: 332.632042

Asset pricing = a structural theory and its applications /
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300 $a xiii, 76 p. : $b ill. (some col.)
504 $a Includes bibliographical references (p. 71-74) and index.
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.
533 $a Electronic reproduction. $b Singapore : $c World Scientific Publishing Co., $d 2008. $n System requirements: Adobe Acrobat Reader. $n Mode of access: World Wide Web. $n Available to subscribing institutions.
650 0 $a Capital assets pricing model. $3 646740
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