Empirical Asset Pricing: The Cross Section of Stock Returns

Written by two experts in the field (including a renowned Nobel Prize Laureate), this book represents an up-to-date compilation of empirical asset pricing theory and their techniques and application—keeping emphasis throughout on empirical research and findings. Covering topics such as the mean-variance portfolio theory, the capital asset pricing model, and the arbitrage pricing theory, this is an ideal text for courses on asset pricing as well as on portfolio/risk management/finance, stocks and bonds, and arbitrage