Econometric Analysis of Financial and Economic Time Series Part B, Volume 20 (Advances in Econometrics)
Contributors: Thomas Fomby (Series Editor); R. Carter Hill (Series Editor)
Publisher: JAI Press
Published: March 24, 2006
Language: eng
Format: Hardcover
Number of pages: 378
ISBN-13: 9780762312733
Subjects: Econometrics; Finance; Business/Economics; Business & Economics; Business / Economics / Finance; Economics - General; Business & Economics / Econometrics
First sentence: One of the key insights of asset pricing theory is also one of the simplest: only systematic risk should be priced.