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Search for author name: "Richard Roll" | Books found: 1
Asset Pricing Theory and Tests (International Library of Critical Writings in Financial Ec…
Asset Pricing Theory and Tests (International Library of Critical Writings in Financial Economics)
Author: Richard Roll, Robert R. Grauer | Publisher: Edward Elgar Publishing Ltd
Asset pricing lies at the heart of financial economics, being not only the foundation of every other field in this subject area, but also having prime relevance for practical decision-making. For this two-volume collection the editor has selected some of the most influential articles which have been published on this topic since the 1970s. These papers offer an overview of the theories of asset pricing, an investigation and critique of the empirical tests applied to these theories and an examination of four particular models: the linear risk to…
Added: 04.05.2007ISBN: 1840644737Pages: 1120Price: £ 281,99Lang.: EnglishRecommended
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