Static asset-pricing models
Static asset-pricing models [Book] /
edited by Andrew W. Lo.
- Northampton, MA : Edward Elgar, c2007.
- xix, 647 p. :.
- The international library of financial econometrics ; 2 .
Includes bibliographical references and index.
v. 1. Statistical models of asset returns -- v. 2. Static asset-pricing models -- v. 3. Dynamic asset-pricing models -- v. 4. Continuous-time methods and market microstructure -- v. 5. Statistical methods and non-standard finance.
All.
9781847202635
Finance--Econometric models.
Business enterprises--Valuation--Mathematical models.
Corporations--Valuation--Mathematical models.
Stocks--Prices--Mathematical models.
Capital assets pricing model.
332.01
Includes bibliographical references and index.
v. 1. Statistical models of asset returns -- v. 2. Static asset-pricing models -- v. 3. Dynamic asset-pricing models -- v. 4. Continuous-time methods and market microstructure -- v. 5. Statistical methods and non-standard finance.
All.
9781847202635
Finance--Econometric models.
Business enterprises--Valuation--Mathematical models.
Corporations--Valuation--Mathematical models.
Stocks--Prices--Mathematical models.
Capital assets pricing model.
332.01