Financial Asset Pricing: Theory, Global Policy and Dynamics
( Economic Issues, Problems and Perspectives )
Publication series ：Economic Issues, Problems and Perspectives
Author： Paul E. Schulz and Barbara P. Hoffmann
Publisher： Nova Science Publishers, Inc.
Publication year： 2013
E-ISBN: 9781620810460
Subject： F830.9 金融市场
Keyword： Economics
Language： ENG
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Description
In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset. This book presents current research in the study of financial asset pricing, including monetary policy and boom-bust cycles in asset pricing; migration dynamics of stock movements between portfolios; return calculation in international mutual funds; risk premium, market price of risk, and stochastic price models for commodities; computation finance for stochastic volatility and correlation; and consumption-based asset pricing model (CCAPM) in Latin America.