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A survey on risk-return analysis

Author

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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.

Suggested Citation

  • Don U.A. Galagedera, 2004. "A survey on risk-return analysis," Finance 0406010, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpfi:0406010
    Note: Type of Document - pdf; pages: 22
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0406/0406010.pdf
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    References listed on IDEAS

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    More about this item

    Keywords

    Asset pricing; CAPM;

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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