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A survey on risk-return analysis

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  • Don U.A. Galagedera

    (Monash University)

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.

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File URL: http://128.118.178.162/eps/fin/papers/0406/0406010.pdf
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Bibliographic Info

Paper provided by EconWPA in its series Finance with number 0406010.

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Length: 22 pages
Date of creation: 23 Jun 2004
Date of revision:
Handle: RePEc:wpa:wuwpfi:0406010

Note: Type of Document - pdf; pages: 22
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Web page: http://128.118.178.162

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Keywords: Asset pricing; CAPM;

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References

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