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Asset Pricing Models

In: Absence of Arbitrage Valuation

Author

Listed:
  • Paskalis Glabadanidis

Abstract

Consider investing a current value of V0 for T periods at the compound periodic rate of r. The future value of the initial investment is given simply by the following: 1.1 V T = V 0 ( 1 + r ) T . ]]

Suggested Citation

  • Paskalis Glabadanidis, 2014. "Asset Pricing Models," Palgrave Macmillan Books, in: Absence of Arbitrage Valuation, chapter 1, pages 1-13, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-137-37287-1_1
    DOI: 10.1057/9781137372871_1
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    Cited by:

    1. Manuel Galea & David Cademartori & Roberto Curci & Alonso Molina, 2020. "Robust Inference in the Capital Asset Pricing Model Using the Multivariate t -distribution," JRFM, MDPI, vol. 13(6), pages 1-22, June.

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