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Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
| Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong |
| Autore | Cheng Bing |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (92 p.) |
| Disciplina | 332.632042 |
| Altri autori (Persone) | TongHowell |
| Soggetto topico |
Capital assets pricing model
Stocks - Prices - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN | 981-283-250-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction to modern asset pricing. 1.1. A brief history of modern asset pricing models. 1.2. The equity premium puzzle -- 2. A structural theory of asset pricing. 2.1. Construction of continuous linear pricing functionals. 2.2. The structural theory of asset pricing - pt. I. 2.3. Is the equity premium puzzle really a puzzle or not a puzzle? 2.4. Conclusions and summary - 3. Algebra of stochastic discount factors. 3.1. Symmetric theorem of asset pricing. 3.2. Compounding asset pricing models. 3.3. Compression of asset pricing models. 3.4. Decomposition of errors in asset pricing models. 3.5. Empirical analysis of the asset pricing models. 3.6. Conclusions -- 4. Investment and consumption in a multi-period framework. 4.1. Review of Merton's asset pricing model. 4.2. Optimal decisions of investment and consumption. 4.3. Optimal investment behavior. 4.4. Conclusions. |
| Record Nr. | UNINA-9910455555003321 |
Cheng Bing
|
||
| Hackensack, NJ, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong
| Asset pricing [[electronic resource] ] : a structural theory and its applications / / Bing Cheng, Howell Tong |
| Autore | Cheng Bing |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (92 p.) |
| Disciplina | 332.632042 |
| Altri autori (Persone) | TongHowell |
| Soggetto topico |
Capital assets pricing model
Stocks - Prices - Mathematical models |
| ISBN | 981-283-250-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction to modern asset pricing. 1.1. A brief history of modern asset pricing models. 1.2. The equity premium puzzle -- 2. A structural theory of asset pricing. 2.1. Construction of continuous linear pricing functionals. 2.2. The structural theory of asset pricing - pt. I. 2.3. Is the equity premium puzzle really a puzzle or not a puzzle? 2.4. Conclusions and summary - 3. Algebra of stochastic discount factors. 3.1. Symmetric theorem of asset pricing. 3.2. Compounding asset pricing models. 3.3. Compression of asset pricing models. 3.4. Decomposition of errors in asset pricing models. 3.5. Empirical analysis of the asset pricing models. 3.6. Conclusions -- 4. Investment and consumption in a multi-period framework. 4.1. Review of Merton's asset pricing model. 4.2. Optimal decisions of investment and consumption. 4.3. Optimal investment behavior. 4.4. Conclusions. |
| Record Nr. | UNINA-9910778071503321 |
|
Cheng Bing
|
||
| Hackensack, NJ, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset pricing : a structural theory and its applications / / Bing Cheng, Howell Tong
| Asset pricing : a structural theory and its applications / / Bing Cheng, Howell Tong |
| Autore | Cheng Bing |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (92 p.) |
| Disciplina | 332.632042 |
| Altri autori (Persone) | TongHowell |
| Soggetto topico |
Capital assets pricing model
Stocks - Prices - Mathematical models |
| ISBN | 981-283-250-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction to modern asset pricing. 1.1. A brief history of modern asset pricing models. 1.2. The equity premium puzzle -- 2. A structural theory of asset pricing. 2.1. Construction of continuous linear pricing functionals. 2.2. The structural theory of asset pricing - pt. I. 2.3. Is the equity premium puzzle really a puzzle or not a puzzle? 2.4. Conclusions and summary - 3. Algebra of stochastic discount factors. 3.1. Symmetric theorem of asset pricing. 3.2. Compounding asset pricing models. 3.3. Compression of asset pricing models. 3.4. Decomposition of errors in asset pricing models. 3.5. Empirical analysis of the asset pricing models. 3.6. Conclusions -- 4. Investment and consumption in a multi-period framework. 4.1. Review of Merton's asset pricing model. 4.2. Optimal decisions of investment and consumption. 4.3. Optimal investment behavior. 4.4. Conclusions. |
| Record Nr. | UNINA-9910822090703321 |
|
Cheng Bing
|
||
| Hackensack, NJ, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||