投资估值与资产定价模型和方法讲义笔记Investment Valuation and Asset Pricing
Lecture Note on Investment Valuation and Asset Pricing



教学参考用书：
James W. Kolari, Seppo Pynnönen - Investment Valuation and Asset Pricing_ Models and Methods

主要内容：
1 Portfolio Theory and Practice
2.Capital Market Conditions
3Capital Asset Pricing Model (CAPM)
4The Market Model
5.The Zero-Beta CAPM
6Alternative CAPM Specifications
7The Arbitrage Pricing Theory Model
8Multifactor Models
9Anomalies and Multifactor Models
10 A Special Case of the Zero-Beta CAPM: The ZCAPM
11 Event Studies