Munich Personal RePEc Archive

Asset Pricing - A Brief Review

Li, Minqiang (2010): Asset Pricing - A Brief Review.

[img]
Preview
PDF
MPRA_paper_22379.pdf

Download (353kB) | Preview

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.

Logo of the University Library LMU Munich
MPRA is a RePEc service hosted by
the University Library LMU Munich in Germany.