This paper provides a review of the main features of asset pricing models. The review includes single-factor and multifactor models, extended forms of the Capital Asset Pricing Model with higher order co- moments, and asset pricing models conditional on time-varying volatility.Asset pricing, CAPM

Don U.A. Galagedera

English

Research Papers in Economics

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http://128.118.178.162/eps/fin/papers/0406/0406010.pdf

A survey on risk-return analysis

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