Financial Asset Pricing:: Theory, Global Policy and Dynamics
by Schulz, Paul E.; Hoffmann, Barbara P.Format: Hardcover
Pub. Date: 2011-11-30
Publisher(s): Nova Science Pub Inc
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Summary
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.
Table of Contents
| Preface | |
| Monetary Policy & Boom-Bust Cycles in Asset Prices: A Literature Survey | |
| Dynamic Migration between Stock Portfolios Based on Dividend Yield & Firm Size | |
| Return Calculation for Short Time Series: Evidence form Emerging Market Mutual Funds | |
| Risk Premium, Market Price of Risk, & Stochastic Price Models for Commodities | |
| Australian House Prices Affordability: An International Comparison of the Determinants of House Price's Performance 1980-2009 | |
| Computational Finance for Stochastic Volatility & Correlation | |
| An Empirical Test of the Consumption-Based Asset Pricing Model (CCAPM) in Latin America | |
| Intricate Asset Price Dynamics & One-Dimensional Discontinuous Maps | |
| Index | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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