The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives

By Haim Levy

Book Overview

The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility theory, have been heavily criticized theoretically and empirically. The advent of... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1107006716
• ISBN13: 9781107006713
• Release Date: October 2011
• Publisher: Cambridge University Press
• Length: 458 Pages
• Weight: 1.85 lbs.
• Dimensions: 1.4" x 6.3" x 9.1"