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A survey on risk-return analysis

Don Galagedera

Finance from University Library of Munich, Germany

Abstract: This paper provides a review of the main features of asset pricing models. The review includes single-factor and multifactor models, extended forms of the Capital Asset Pricing Model with higher order co- moments, and asset pricing models conditional on time-varying volatility.

Keywords: Asset pricing; CAPM (search for similar items in EconPapers)
JEL-codes: G12 G13 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fin and nep-rmg
Date: 2004-06-23
Note: Type of Document - pdf; pages: 22
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https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0406/0406010.pdf (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0406010

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