Static Asset-pricing Models
| Author | : Andrew Wen-Chuan Lo |
| Publisher | : Edward Elgar Publishing |
| Total Pages | : 680 |
| Release | : 2007 |
| ISBN-10 | : IND:30000110573072 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Static Asset-pricing Models by : Andrew Wen-Chuan Lo
Download or read book Static Asset-pricing Models written by Andrew Wen-Chuan Lo and published by Edward Elgar Publishing. This book was released on 2007 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a selection of the most important articles in the field of financial econometrics. Starting with a review of the philosophical background, this collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, and more.
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