Asset Pricing : A Structural Theory and Its Applications

Key Features:Explains how structural theory of asset pricing links asset space and pricing spaceProvides a refreshingly novel and systematic explanation of the equity premium puzzleOffers methods of decomposition and synthesization of asset models.

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Year of publication:	2008
Authors:	Cheng, Bing
Other Persons:	Tong, Howell (contributor)
Publisher:	Singapore : World Scientific Publishing Co Pte Ltd
Subject:	Theorie \| Theory \| CAPM
Description of contents:	Description [zbmath.org]

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Extent:	1 online resource (92 pages)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources.
ISBN:	978-981-283-250-4 ; 978-981-270-455-9
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012690347