Asset pricing: a structural theory and its applications
Auteur :
Cheng, Bing / Tong, Howell A M
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812704559
Date de publication :
23 juil. 2008
Langue :
Anglais
Pays d'origine :
Singapour
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.