Advanced asset pricing theory
By: Chenghu Ma
Series: Series in quantitative finance -- v. 2.
Publisher: Imperial College Press; Distributed by World Scientific Pub.
Published: 2011
Place of publication: London; Hackensack, NJ
Language: eng
Number of pages: 780
ISBN-13: 9781848166325
Subjects: Capital assets pricing model
Notes: Includes bibliographical references (p. 753-767) and indexes.