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Asset Pricing - A Brief Review

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  • Li, Minqiang

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.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 22379.

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Date of creation: 2010
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Handle: RePEc:pra:mprapa:22379

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Keywords: Asset Pricing Models;

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References

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Cited by:
  1. Martin Werding & Stuart McLennan, 2012. "International Portability of Health-Cost Cover: Mobility, Insurance, and Redistribution," CESifo Working Paper Series 3952, CESifo Group Munich.
  2. Werding, Martin & McLennan, Stuart, 2011. "International portability of health-cost coverage : concepts and experience," Social Protection Discussion Papers 63929, The World Bank.

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