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Financial Asset Pricing "Theory, Global Policy and Dynamics"

Financial Asset Pricing "Theory, Global Policy and Dynamics"

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  • ISBN:9781611228038
  • Editorial: Nova Science Publishers
  • Fecha de la edición:
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  • Nº Pág.:212
  • Idiomas:Ingles

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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.

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.

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