Investment Valuation and Asset Pricing: Models and Methods

Investment Valuation and Asset Pricing: Models and Methods – Ebook Instant Download/Delivery ISBN(s): 9783031167836,303116783X,9783031167843, 3031167848

Product detail:

• ISBN 10: 3031167848
• ISBN 13: 9783031167843
• Author: James W. Kolari, Seppo Pynnönen

This textbook is intended to fill a gap in undergraduate finance curriculums by providing an asset pricing text that is accessible for undergraduate finance students. It offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically throughout the text. Each chapter stays close to the original works of these major authors, including quotations, examples, graphical exhibits, and empirical results. Additionally, it includes statistical concepts and methods as applied to finance.  These statistical materials are crucial to learning asset pricing, which often applies statistical tests to evaluate different asset pricing models. It offers practical examples, questions, and problems to help students check their learning and better understand the fundamentals of asset pricing., alongside including PowerPoint slides and an instructor’s manual for professors.

Table of contents:

1. 1. Portfolio Theory and Practice
2. 2. Capital Market Conditions
3. 3. Capital Asset Pricing Model (CAPM)
4. 4. The Market Model
5. 5. The Zero-Beta CAPM
6. 6. Alternative CAPM Specifications
7. 7. The Arbitrage Pricing Theory Model
8. 8. Multifactor Models
9. 9. Anomalies and Multifactor Models
10. 10. A Special Case of the Zero-Beta CAPM: The ZCAPM
11. 11. Event Studies

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