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- Financial Asset Pricing
Financial Asset Pricing
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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.
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