ASSET PRICING

ASSET PRICING

Author: Cheng Bing, Tong Howell A M
Publisher: World Scientific Publishing Company
Published date: 2008
ISBN: 9812832505

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Key Features:
  • Explains how structural theory of asset pricing links asset space and pricing space
  • Provides a refreshingly novel and systematic explanation of the equity premium puzzle
  • Offers methods of decomposition and synthesization of asset models

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