Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 9: Finance < Chapter 5

FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba

CHAPTER 5
Theory and Empirical Testing of Asset Pricing Models
W.E. Ferson

1. Introduction*

2. Asset pricing models: a selective review and integration

3. Methodology and tests of asset pricing models

4. Conclusions

Acknowledgements

Appendix: Gauss- code for the GMM

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect

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