Review of Asset Pricing Theory and Empirical Research Results

DOI

10.2991/978-94-6463-042-8_212How to use a DOI?

Keywords

asset pricing; CAPM model; asset portfolio

Abstract

Capital asset pricing theory is one of the most popular issues in modern finance research. In the form of research review, this paper sorts out the research history of the four most famous capital asset pricing models, points out their advantages and disadvantages in combination with the relevant empirical analysis. Finally, we give an conclusion of the future research trend in this field.

Copyright

© 2023 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Jiaqi Ren
PY  - 2022
DA  - 2022/12/29
TI  - Review of Asset Pricing Theory and Empirical Research Results
BT  - Proceedings of the 2022 International Conference on mathematical statistics and economic analysis (MSEA 2022)
PB  - Atlantis Press
SP  - 1459
EP  - 1466
SN  - 2352-538X
UR  - https://doi.org/10.2991/978-94-6463-042-8_212
DO  - 10.2991/978-94-6463-042-8_212
ID  - Ren2022
ER  -