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Cover Art
Author Bossaerts, Peter L., 1960- author.

Title The paradox of asset pricing / Peter Bossaerts.

Published Princeton, N.J. : Princeton University Press, [2002]


Location Call No. Status
Physical description 1 online resource : illustrations.
polychrome rdacc
Series Frontiers of economic research.
Frontiers of economic research.
Books at JSTOR All Purchased.
Bibliography Includes bibliographical references and index.
Summary "Bossaerts writes that the existing empirical evidence may be tainted by the assumptions needed to make sense of historical field data or by reanalysis of the same data. To address the first problem, he demonstrates that one central assumption - that markets are efficient processors of information, that risk is a knowable quantity, and so on - can be relaxed substantially while retaining core elements of the existing methodology. The new approach brings novel insights to old data. As for the second problem, he proposes that asset pricing theory be studied through experiments in which subjects trade purposely designed assets for real money.
Other author JSTOR, issuing body.
Subject Capital assets pricing model.
Efficient market theory.
Electronic books.
ISBN 9781400850662