An asset pricing model that captures all the proper factors which affect the price of an asset seems to be a far-off reality according to the evidence of the existing ones.

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An asset pricing model that captures all the proper factors which affect the price of an asset seems to be a far-off reality according to the evidence of the existing ones.

This dissertation will be a literature review of four asset pricing models, discussing their structure, their achievements, as well as their weaknesses. These models are the capital asset pricing model (CAPM), the three-factor model of Fama and French, the liquidity-augmented capital asset pricing m...

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Bibliographic Details
Main Author:	Karousios, Konstantinos
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	Finance and Investment; asset pricing
Online Access:	https://eprints.nottingham.ac.uk/21177/

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