5. Asset Pricing Theories

  1. Frank J. Fabozzi

Published Online: 9 JAN 2012

DOI: 10.1002/9781118267059.ch5

Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

How to Cite

Fabozzi, F. J. (2009) Asset Pricing Theories, in Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118267059.ch5

Publication History

  1. Published Online: 9 JAN 2012
  2. Published Print: 21 SEP 2009

ISBN Information

Print ISBN: 9780470400944

Online ISBN: 9781118267059

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Keywords:

  • asset pricing theories;
  • capital asset pricing model;
  • arbitrage pricing theory;
  • Markowitz framework;
  • U.S. department of the treasury

Summary

This chapter contains sections titled:

  • Characteristics of an Asset Pricing Model

  • Capital Asset Pricing Model

  • Arbitrage Pricing Theory Model

  • Some Principles to Take Away

  • Summary

  • Appendix

  • References