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Asset Pricing Model |
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Asset pricing model A model for determining the required or expected rate of return on an asset. Related: Capital asset pricing model and arbitrage pricing theory. Asset Pricing Model Any of several models used to determine the appropriate price or return on an asset at a given level of risk. Prominent examples include the capital asset pricing model and the arbitrage pricing theory. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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Related: Capital asset pricing model and arbitrage pricing theory. In this text, Cheng (Chinese Academy of Science, China) and Tong (London School of Economics, UK) develop a new structural theory to evaluate asset pricing models which puts the stochastic discount factor (SDF) pricing model of recent years firmly on a mathematical foundation. Usually, Fischer Black's zero-beta version of the capital asset pricing model. |
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