The Evolution of Capital Asset Pricing Models: Update and Extension

DOI10.1142/9789811202391_0122zbMath1454.91322OpenAlexW3080979793MaRDI QIDQ5139571

Cheng-Few Lee, Sheng-Syan Chen, Po-Jung Chen, Yi-Cheng Shih

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0122

zbMATH Keywords

demand functionsupply functionsecurity market lineintertemporal CAPMinternational CAPMbehavior financedynamic CAPMliquidity-based CAPMstatic CAPM

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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