Asset pricing : a structural theory and its applications / Bing Cheng, Howell Tong.

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...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Cheng, Bing
Other Authors:	Tong, Howell
Format:	eBook
Language:	English
Published:	Singapore ; Hackensack, N.J. : World Scientific Pub. Co., ©2008.
Subjects:	Capital assets pricing model.