資産価格決定:構造理論とその応用
Asset Pricing: A Structural Theory And Its Applications
Cheng, Bing
Tong, Howell A M
- 出版社:World Scientific Publishing Co Pte Ltd
- 出版年月:2008年 07月
- ISBN:9789812704559
- 装丁:HRD
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装丁について
- 言語:ENG
- 巻数・ページ数:92 p.
- DDC分類:332.6
- 内容紹介:
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Introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle.