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.
€119.99
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भाषा अंग्रेज़ी ● स्वरूप PDF ● पेज 92 ● ISBN 9789812832504 ● फाइल का आकार 1.2 MB ● प्रकाशक World Scientific Publishing Company ● शहर Singapore ● देश SG ● प्रकाशित 2008 ● डाउनलोड करने योग्य 24 महीने ● मुद्रा EUR ● आईडी 2447601 ● कॉपी सुरक्षा Adobe DRM
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