Synopsis of Asset Pricing and the ZCAPM
Bibliographic Data
| ID | 23619919 |
|---|---|
| Authors | James W Kolari (0000-0003-3352-6976, Texas A&M University, corresponding author), Wei Liu (0000-0002-5949-0302, Bank of America), Jianhua Z Huang (0000-0002-7735-3002, Texas A&M University) |
| Year | 2021 |
| Pages | 261-285 |
| Publication date | 2021-01-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | CHAPTER |
| Venue | A New Model of Capital Asset Prices (SOURCE_BOOK) |
| Publisher | Springer International Publishing (PUBLISHER • SG) |
| DOI | 10.1007/978-3-030-65197-8_10 |
| OpenAlex | W3135210842 |
| ISBN | 9783030651978 |
| Language | EN |
| References cited | 58 |
Arbitrage pricing theory · Capital asset pricing model · Consumption-based capital asset pricing model · Econometrics · Economics · Financial economics · Investment theory · Market portfolio · Modern portfolio theory · Portfolio · Sharpe ratio · Stock (firearms) · Stock market · Treynor ratio · Financial Markets and Investment Strategies · Financial Reporting and Valuation Research · Stochastic processes and financial applications
The arbitrage theory of capital asset pricing
Common risk factors in the returns on stocks and bonds
Equilibrium in a Capital Asset Market
A five-factor asset pricing model
Asset Prices in an Exchange Economy
An Intertemporal Capital Asset Pricing Model
Finite Mixture Models
Maximum Likelihood from Incomplete Data Via the EM Algorithm
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
The Variation of Economic Risk Premiums
Risk, Return, and Equilibrium
The Capital Asset Pricing Model
| Citation velocity | historical |
|---|---|
| Highly cited | No |