Asset pricing : a structural theory and its applications /

Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle. Based on the structural theory, some algebraic (valuation-prese...

Full description

Saved in:
Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Cheng, Bing
Other Authors: Tong, Howell
Format: Electronic eBook
Language:English
Published: Singapore ; Hackensack, N.J. : World Scientific Pub. Co., 2008
Subjects:
Local Note:ProQuest Ebook Central