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Encyclopedia of Finance pp 364–375Cite as

Asset pricing models

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Abstract

The asset pricing models of financial economics describe the prices and expected rates of return of securities based on arbitrage or equilibrium theories. These models are reviewed from an empirical perspective, emphasizing the relationships among the various models.

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Author information

Authors and Affiliations

  1. Boston College, Chestnut Hill, USA

    Wayne E. Ferson

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  1. Wayne E. Ferson
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Editor information

Editors and Affiliations

  1. Rutgers University, New Brunswick/Piscataway, USA

    Cheng-Few Lee

  2. San Francisco State University, San Francisco, USA

    Alice C. Lee

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Ferson, W.E. (2006). Asset pricing models. In: Lee, CF., Lee, A.C. (eds) Encyclopedia of Finance. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-26336-6_34

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  • DOI: https://doi.org/10.1007/978-0-387-26336-6_34

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-0-387-26284-0

  • Online ISBN: 978-0-387-26336-6

  • eBook Packages: Business and Economics

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