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Asset Pricing - A Brief Review

Listed author(s):
  • Li, Minqiang

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

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