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