2010Unpublished venueRequires access

Asset Pricing Theory

Pamela Peterson Drake, Frank J. Fabozzi

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Abstract

This chapter contains sections titled: Characteristics of an Asset Pricing Model The Capital Asset Pricing Model The Arbitrage Pricing Theory Model Some Principles to Take Away The Bottom Line Solutions to Try It! Problems Questions

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What this paper is about

This chapter contains sections titled: Characteristics of an Asset Pricing Model The Capital Asset Pricing Model The Arbitrage Pricing Theory Model Some Principles to Take Away The Bottom Line Solutions to Try It! Problems Questions

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Available abstract

This chapter contains sections titled: Characteristics of an Asset Pricing Model The Capital Asset Pricing Model The Arbitrage Pricing Theory Model Some Principles to Take Away The Bottom Line Solutions to Try It! Problems Questions

Key concepts: Arbitrage pricing theory, Consumption-based capital asset pricing model, Investment theory, Capital asset pricing model, Asset (computer security), Rational pricing, Arbitrage, Financial economics

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