The capital asset pricing model in the 21st century : analytical, empirical, and behavioral perspectives
by
 
Levy, Haim.

Title
The capital asset pricing model in the 21st century : analytical, empirical, and behavioral perspectives

Author
Levy, Haim.

ISBN
9781107006713
 
9780521186513

Personal Author
Levy, Haim.

Publication Information
New York : Cambridge University Press, 2012.

Physical Description
xiii, 442 p. : ill. ; 24 cm.

Abstract
"Project Theory and the classical models in finance (e.g., the CAPM) seemingly contradict each other, creating a teachin and a research dilemma to professors in finanace and econommics, This tension is particualrly strong for professors who teach both the CAPM and behavioral finance. This book bridges between Prospect Theory and the Classical Models in finance showing that there is no contradictions between them"-- Provided by publisher.

Subject Term
Capital assets pricing model.
 
Capital market -- Mathematical models.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025560349332.0414 L668C 20121