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Asset Pricing Theory and Tests

Editor

Listed:
  • Robert R. Grauer

Abstract

Asset pricing lies at the heart of financial economics, being not only the foundation of every other field in this subject area but also having prime relevance for practical decision-making. For this two-volume collection the editor has selected some of the most influential articles which have been published on this topic since the 1970s. These papers offer an overview of the theories of asset pricing, an investigation and critique of the empirical tests applied to these theories and an examination of five particular models: the mean-variance CAPM, the linear risk tolerance CAPM, the intertemporal CAPM, the consumption-based CAPM and the arbitrage pricing theory.

Suggested Citation

  • Robert R. Grauer (ed.), 2003. "Asset Pricing Theory and Tests," Books, Edward Elgar Publishing, volume 0, number 2168.
    • Handle: RePEc:elg:eebook:2168
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    File URL: http://www.e-elgar.com/shop/isbn/9781840644739
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    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • F5 - International Economics - - International Relations, National Security, and International Political Economy

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