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Více informací o knize Asset Pricing: A Structural Theory And Its Applications

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Anotace knihy

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.

Parametry knihy

• Plný název: Asset Pricing: A Structural Theory And Its Applications
• Autor: Bing Cheng, Howell Tong
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 92
• EAN: 9789812704559
• ISBN: 9812704558
• ID: 05068654
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 318 g
• Rozměry: 235 × 153 × 11 mm
• Datum vydání: 23. July 2008

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