[ FreeCourseWeb ] Empirical Asset Pricing - Models and Methods

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Empirical Asset Pricing: Models and Methods

English | March 12, 2019 | ISBN: 0262039370 | 496 pages | EPUB | 9 MB

An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments.

This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics.

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