Asset Pricing - A Brief Review

Minqiang Li

MPRA Paper from University Library of Munich, Germany

Abstract: I first introduce the early-stage and modern classical asset pricing and portfolio theories. These include: the capital asset pricing model (CAPM), the arbitrage pricing theory (APT), the consumption capital asset pricing model (CCAPM), the intertemporal capital asset pricing model (ICAPM), and some other important modern concepts and techniques. Finally, I discuss the most recent development during the last decade and the outlook in the field of asset pricing.

Keywords: Asset; Pricing; Models (search for similar items in EconPapers)
JEL-codes: B10 D46 G12 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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